ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 123-305 123-315 0-010 0.0% 123-310
High 124-007 124-077 0-070 0.2% 124-070
Low 123-285 123-305 0-020 0.1% 123-227
Close 124-000 124-057 0-057 0.1% 123-247
Range 0-042 0-092 0-050 119.0% 0-163
ATR 0-087 0-088 0-000 0.4% 0-000
Volume 364,668 457,984 93,316 25.6% 2,139,559
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-316 124-278 124-108
R3 124-224 124-186 124-082
R2 124-132 124-132 124-074
R1 124-094 124-094 124-065 124-113
PP 124-040 124-040 124-040 124-049
S1 124-002 124-002 124-049 124-021
S2 123-268 123-268 124-040
S3 123-176 123-230 124-032
S4 123-084 123-138 124-006
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
5 124-077 123-232 0-165 0.4% 0-069 0.2% 88% True False 361,452
10 124-077 123-227 0-170 0.4% 0-084 0.2% 88% True False 398,908
20 124-200 123-085 1-115 1.1% 0-103 0.3% 67% False False 445,772
40 124-200 123-085 1-115 1.1% 0-080 0.2% 67% False False 292,340
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 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-148
2.618 124-318
1.618 124-226
1.000 124-169
0.618 124-134
HIGH 124-077
0.618 124-042
0.500 124-031
0.382 124-020
LOW 123-305
0.618 123-248
1.000 123-213
1.618 123-156
2.618 123-064
4.250 122-234
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 124-048 124-043
PP 124-040 124-030
S1 124-031 124-016

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

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