ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 124-140 124-040 -0-100 -0.3% 123-230
High 124-152 124-080 -0-072 -0.2% 124-200
Low 124-027 123-315 -0-032 -0.1% 123-210
Close 124-032 124-052 0-020 0.1% 124-130
Range 0-125 0-085 -0-040 -32.0% 0-310
ATR 0-074 0-075 0-001 1.0% 0-000
Volume 437,319 406,685 -30,634 -7.0% 2,724,063
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-297 124-260 124-099
R3 124-212 124-175 124-075
R2 124-127 124-127 124-068
R1 124-090 124-090 124-060 124-108
PP 124-042 124-042 124-042 124-052
S1 124-005 124-005 124-044 124-024
S2 123-277 123-277 124-036
S3 123-192 123-240 124-029
S4 123-107 123-155 124-005
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% 0-128 0.3% 52% False False 646,229
10 124-200 123-180 1-020 0.9% 0-098 0.2% 56% False False 428,266
20 124-200 123-180 1-020 0.9% 0-068 0.2% 56% False False 216,886
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-121
2.618 124-303
1.618 124-218
1.000 124-165
0.618 124-133
HIGH 124-080
0.618 124-048
0.500 124-038
0.382 124-027
LOW 123-315
0.618 123-262
1.000 123-230
1.618 123-177
2.618 123-092
4.250 122-274
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 124-047 124-098
PP 124-042 124-082
S1 124-038 124-067

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

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