ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 123-317 124-077 0-080 0.2% 123-245
High 124-115 124-097 -0-018 0.0% 124-077
Low 123-307 124-025 0-038 0.1% 123-240
Close 124-090 124-035 -0-055 -0.1% 123-310
Range 0-128 0-072 -0-056 -43.8% 0-157
ATR 0-094 0-092 -0-002 -1.6% 0-000
Volume 458,557 335 -458,222 -99.9% 1,994,194
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-268 124-224 124-075
R3 124-196 124-152 124-055
R2 124-124 124-124 124-048
R1 124-080 124-080 124-042 124-066
PP 124-052 124-052 124-052 124-046
S1 124-008 124-008 124-028 123-314
S2 123-300 123-300 124-022
S3 123-228 123-256 124-015
S4 123-156 123-184 123-315
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% 0-093 0.2% 54% False False 360,423
10 124-115 123-227 0-208 0.5% 0-087 0.2% 62% False False 383,632
20 124-115 123-085 1-030 0.9% 0-102 0.3% 77% False False 416,701
40 124-200 123-085 1-115 1.1% 0-085 0.2% 62% False False 316,794
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-083
2.618 124-285
1.618 124-213
1.000 124-169
0.618 124-141
HIGH 124-097
0.618 124-069
0.500 124-061
0.382 124-053
LOW 124-025
0.618 123-301
1.000 123-273
1.618 123-229
2.618 123-157
4.250 123-039
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 124-061 124-033
PP 124-052 124-031
S1 124-044 124-028

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

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