ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 124-050 124-080 0-030 0.1% 123-230
High 124-130 124-200 0-070 0.2% 124-200
Low 124-000 124-060 0-060 0.2% 123-210
Close 124-060 124-130 0-070 0.2% 124-130
Range 0-130 0-140 0-010 7.7% 0-310
ATR 0-065 0-071 0-005 8.2% 0-000
Volume 708,707 716,883 8,176 1.2% 2,724,063
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-230 125-160 124-207
R3 125-090 125-020 124-168
R2 124-270 124-270 124-156
R1 124-200 124-200 124-143 124-235
PP 124-130 124-130 124-130 124-148
S1 124-060 124-060 124-117 124-095
S2 123-310 123-310 124-104
S3 123-170 123-240 124-092
S4 123-030 123-100 124-053
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 127-043 126-237 124-300
R3 126-053 125-247 124-215
R2 125-063 125-063 124-187
R1 124-257 124-257 124-158 125-000
PP 124-073 124-073 124-073 124-105
S1 123-267 123-267 124-102 124-010
S2 123-083 123-083 124-073
S3 122-093 122-277 124-045
S4 121-103 121-287 123-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-200 123-200 1-000 0.8% 0-110 0.3% 78% True False 621,186
10 124-200 123-180 1-020 0.9% 0-087 0.2% 79% True False 345,429
20 124-200 123-120 1-080 1.0% 0-064 0.2% 83% True False 174,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-155
2.618 125-247
1.618 125-107
1.000 125-020
0.618 124-287
HIGH 124-200
0.618 124-147
0.500 124-130
0.382 124-113
LOW 124-060
0.618 123-293
1.000 123-240
1.618 123-153
2.618 123-013
4.250 122-105
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 124-130 124-102
PP 124-130 124-073
S1 124-130 124-045

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These figures are updated between 7pm and 10pm EST after a trading day.

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