ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 123-315 124-060 0-065 0.2% 123-245
High 124-077 124-075 -0-002 0.0% 124-077
Low 123-305 123-262 -0-043 -0.1% 123-240
Close 124-057 123-310 -0-067 -0.2% 123-310
Range 0-092 0-133 0-041 44.6% 0-157
ATR 0-088 0-091 0-003 3.7% 0-000
Volume 457,984 520,571 62,587 13.7% 1,994,194
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-081 125-009 124-063
R3 124-268 124-196 124-027
R2 124-135 124-135 124-014
R1 124-063 124-063 124-002 124-032
PP 124-002 124-002 124-002 123-307
S1 123-250 123-250 123-298 123-220
S2 123-189 123-189 123-286
S3 123-056 123-117 123-273
S4 122-243 122-304 123-237
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-147 125-065 124-076
R3 124-310 124-228 124-033
R2 124-153 124-153 124-019
R1 124-071 124-071 124-004 124-112
PP 123-316 123-316 123-316 124-016
S1 123-234 123-234 123-296 123-275
S2 123-159 123-159 123-281
S3 123-002 123-077 123-267
S4 122-165 122-240 123-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-077 123-240 0-157 0.4% 0-083 0.2% 45% False False 398,838
10 124-077 123-227 0-170 0.4% 0-086 0.2% 49% False False 413,375
20 124-152 123-085 1-067 1.0% 0-103 0.3% 58% False False 435,957
40 124-200 123-085 1-115 1.1% 0-084 0.2% 52% False False 305,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 126-000
2.618 125-103
1.618 124-290
1.000 124-208
0.618 124-157
HIGH 124-075
0.618 124-024
0.500 124-008
0.382 123-313
LOW 123-262
0.618 123-180
1.000 123-129
1.618 123-047
2.618 122-234
4.250 122-017
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 124-008 124-010
PP 124-002 124-003
S1 123-316 123-316

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

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