ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 124-080 124-140 0-060 0.2% 123-230
High 124-200 124-152 -0-048 -0.1% 124-200
Low 124-060 124-027 -0-033 -0.1% 123-210
Close 124-130 124-032 -0-098 -0.2% 124-130
Range 0-140 0-125 -0-015 -10.7% 0-310
ATR 0-071 0-074 0-004 5.5% 0-000
Volume 716,883 437,319 -279,564 -39.0% 2,724,063
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-125 125-044 124-101
R3 125-000 124-239 124-066
R2 124-195 124-195 124-055
R1 124-114 124-114 124-043 124-092
PP 124-070 124-070 124-070 124-060
S1 123-309 123-309 124-021 123-287
S2 123-265 123-265 124-009
S3 123-140 123-184 123-318
S4 123-015 123-059 123-283
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
5 124-200 123-210 0-310 0.8% 0-123 0.3% 46% False False 632,276
10 124-200 123-180 1-020 0.9% 0-094 0.2% 51% False False 388,722
20 124-200 123-180 1-020 0.9% 0-064 0.2% 51% False False 196,580
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-043
2.618 125-159
1.618 125-034
1.000 124-277
0.618 124-229
HIGH 124-152
0.618 124-104
0.500 124-090
0.382 124-075
LOW 124-027
0.618 123-270
1.000 123-222
1.618 123-145
2.618 123-020
4.250 122-136
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 124-090 124-100
PP 124-070 124-077
S1 124-051 124-055

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

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