ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 124-040 124-032 -0-008 0.0% 123-230
High 124-080 124-065 -0-015 0.0% 124-200
Low 123-315 123-257 -0-058 -0.1% 123-210
Close 124-052 123-275 -0-097 -0.2% 124-130
Range 0-085 0-128 0-043 50.6% 0-310
ATR 0-075 0-079 0-004 5.0% 0-000
Volume 406,685 668,374 261,689 64.3% 2,724,063
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-050 124-290 124-025
R3 124-242 124-162 123-310
R2 124-114 124-114 123-298
R1 124-034 124-034 123-287 124-010
PP 123-306 123-306 123-306 123-294
S1 123-226 123-226 123-263 123-202
S2 123-178 123-178 123-252
S3 123-050 123-098 123-240
S4 122-242 122-290 123-205
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
5 124-200 123-257 0-263 0.7% 0-122 0.3% 7% False True 587,593
10 124-200 123-200 1-000 0.8% 0-105 0.3% 23% False False 491,971
20 124-200 123-180 1-020 0.9% 0-073 0.2% 28% False False 250,266
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 0-026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-289
2.618 125-080
1.618 124-272
1.000 124-193
0.618 124-144
HIGH 124-065
0.618 124-016
0.500 124-001
0.382 123-306
LOW 123-257
0.618 123-178
1.000 123-129
1.618 123-050
2.618 122-242
4.250 122-033
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 124-001 124-044
PP 123-306 124-015
S1 123-290 123-305

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

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