ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	124-150	124-197	0-047	0.1%	124-000
High	124-242	124-205	-0-037	-0.1%	124-242
Low	124-122	124-095	-0-027	-0.1%	123-285
Close	124-185	124-097	-0-088	-0.2%	124-185
Range	0-120	0-110	-0-010	-8.3%	0-277
ATR	0-085	0-087	0-002	2.1%	0-000
Volume	83,541	34,398	-49,143	-58.8%	2,193,044

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-142	125-070	124-158
R3	125-032	124-280	124-127
R2	124-242	124-242	124-117
R1	124-170	124-170	124-107	124-151
PP	124-132	124-132	124-132	124-123
S1	124-060	124-060	124-087	124-041
S2	124-022	124-022	124-077
S3	123-232	123-270	124-067
S4	123-122	123-160	124-036

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	127-002	126-210	125-017
R3	126-045	125-253	124-261
R2	125-088	125-088	124-236
R1	124-296	124-296	124-210	125-032
PP	124-131	124-131	124-131	124-158
S1	124-019	124-019	124-160	124-075
S2	123-174	123-174	124-134
S3	122-217	123-062	124-109
S4	121-260	122-105	124-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-242	123-285	0-277	0.7%	0-113	0.3%	48%	False	False	445,488
10	124-242	123-275	0-287	0.7%	0-094	0.2%	49%	False	False	509,706
20	124-242	123-275	0-287	0.7%	0-078	0.2%	49%	False	False	455,934
40	124-242	123-032	1-210	1.3%	0-074	0.2%	73%	False	False	414,257
60	124-242	121-135	3-107	2.7%	0-095	0.2%	86%	False	False	450,161
80	124-242	121-135	3-107	2.7%	0-092	0.2%	86%	False	False	405,424
100	124-242	121-135	3-107	2.7%	0-082	0.2%	86%	False	False	324,475

Crabel Price Patterns
NR	True
NR4	True
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	0-024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-032
2.618	125-173
1.618	125-063
1.000	124-315
0.618	124-273
HIGH	124-205
0.618	124-163
0.500	124-150
0.382	124-137
LOW	124-095
0.618	124-027
1.000	123-305
1.618	123-237
2.618	123-127
4.250	122-268

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	124-150	124-154
PP	124-132	124-135
S1	124-115	124-116

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols