ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 124-060 123-317 -0-063 -0.2% 123-245
High 124-075 124-115 0-040 0.1% 124-077
Low 123-262 123-307 0-045 0.1% 123-240
Close 123-310 124-090 0-100 0.3% 123-310
Range 0-133 0-128 -0-005 -3.8% 0-157
ATR 0-091 0-094 0-003 2.9% 0-000
Volume 520,571 458,557 -62,014 -11.9% 1,994,194
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-128 125-077 124-160
R3 125-000 124-269 124-125
R2 124-192 124-192 124-113
R1 124-141 124-141 124-102 124-166
PP 124-064 124-064 124-064 124-077
S1 124-013 124-013 124-078 124-038
S2 123-256 123-256 124-067
S3 123-128 123-205 124-055
S4 123-000 123-077 124-020
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
5 124-115 123-262 0-173 0.4% 0-090 0.2% 86% True False 430,391
10 124-115 123-227 0-208 0.5% 0-089 0.2% 88% True False 422,607
20 124-115 123-085 1-030 0.9% 0-103 0.3% 93% True False 437,018
40 124-200 123-085 1-115 1.1% 0-084 0.2% 75% False False 316,799
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-019
2.618 125-130
1.618 125-002
1.000 124-243
0.618 124-194
HIGH 124-115
0.618 124-066
0.500 124-051
0.382 124-036
LOW 123-307
0.618 123-228
1.000 123-179
1.618 123-100
2.618 122-292
4.250 122-083
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 124-077 124-070
PP 124-064 124-049
S1 124-051 124-028

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

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