ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 123-230 123-275 0-045 0.1% 123-310
High 123-312 123-292 -0-020 -0.1% 124-070
Low 123-230 123-232 0-002 0.0% 123-227
Close 123-282 123-247 -0-035 -0.1% 123-247
Range 0-082 0-060 -0-022 -26.8% 0-163
ATR 0-096 0-094 -0-003 -2.7% 0-000
Volume 445,831 333,638 -112,193 -25.2% 2,139,559
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-117 124-082 123-280
R3 124-057 124-022 123-264
R2 123-317 123-317 123-258
R1 123-282 123-282 123-252 123-270
PP 123-257 123-257 123-257 123-251
S1 123-222 123-222 123-242 123-210
S2 123-197 123-197 123-236
S3 123-137 123-162 123-230
S4 123-077 123-102 123-214
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-137 125-035 124-017
R3 124-294 124-192 123-292
R2 124-131 124-131 123-277
R1 124-029 124-029 123-262 123-318
PP 123-288 123-288 123-288 123-273
S1 123-186 123-186 123-232 123-156
S2 123-125 123-125 123-217
S3 122-282 123-023 123-202
S4 122-119 122-180 123-157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-070 123-227 0-163 0.4% 0-088 0.2% 12% False False 427,911
10 124-070 123-085 0-305 0.8% 0-115 0.3% 53% False False 429,571
20 124-200 123-085 1-115 1.1% 0-110 0.3% 37% False False 491,544
40 124-200 123-080 1-120 1.1% 0-077 0.2% 38% False False 255,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-227
2.618 124-129
1.618 124-069
1.000 124-032
0.618 124-009
HIGH 123-292
0.618 123-269
0.500 123-262
0.382 123-255
LOW 123-232
0.618 123-195
1.000 123-172
1.618 123-135
2.618 123-075
4.250 122-297
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 123-262 123-282
PP 123-257 123-270
S1 123-252 123-259

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

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