ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 123-260 123-310 0-050 0.1% 123-275
High 124-060 124-070 0-010 0.0% 124-060
Low 123-260 123-292 0-032 0.1% 123-085
Close 124-047 124-035 -0-012 0.0% 124-047
Range 0-120 0-098 -0-022 -18.3% 0-295
ATR 0-097 0-097 0-000 0.1% 0-000
Volume 375,904 366,238 -9,666 -2.6% 2,156,155
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-000 124-275 124-089
R3 124-222 124-177 124-062
R2 124-124 124-124 124-053
R1 124-079 124-079 124-044 124-102
PP 124-026 124-026 124-026 124-037
S1 123-301 123-301 124-026 124-004
S2 123-248 123-248 124-017
S3 123-150 123-203 124-008
S4 123-052 123-105 123-301
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 126-202 126-100 124-209
R3 125-227 125-125 124-128
R2 124-252 124-252 124-101
R1 124-150 124-150 124-074 124-201
PP 123-277 123-277 123-277 123-303
S1 123-175 123-175 124-020 123-226
S2 122-302 122-302 123-313
S3 122-007 122-200 123-286
S4 121-032 121-225 123-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-070 123-217 0-173 0.4% 0-107 0.3% 80% True False 415,583
10 124-080 123-085 0-315 0.8% 0-117 0.3% 86% False False 451,430
20 124-200 123-085 1-115 1.1% 0-106 0.3% 62% False False 420,076
40 124-200 123-050 1-150 1.2% 0-071 0.2% 65% False False 211,377
Crabel Price Patterns
NR True
NR4 False
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-166
2.618 125-007
1.618 124-229
1.000 124-168
0.618 124-131
HIGH 124-070
0.618 124-033
0.500 124-021
0.382 124-009
LOW 123-292
0.618 123-231
1.000 123-194
1.618 123-133
2.618 123-035
4.250 122-196
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 124-030 124-024
PP 124-026 124-013
S1 124-021 124-002

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

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