ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 124-197 124-097 -0-100 -0.3% 124-000
High 124-205 124-140 -0-065 -0.2% 124-242
Low 124-095 124-060 -0-035 -0.1% 123-285
Close 124-097 124-112 0-015 0.0% 124-185
Range 0-110 0-080 -0-030 -27.3% 0-277
ATR 0-087 0-086 0-000 -0.5% 0-000
Volume 34,398 21,204 -13,194 -38.4% 2,193,044
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 125-024 124-308 124-156
R3 124-264 124-228 124-134
R2 124-184 124-184 124-127
R1 124-148 124-148 124-119 124-166
PP 124-104 124-104 124-104 124-113
S1 124-068 124-068 124-105 124-086
S2 124-024 124-024 124-097
S3 123-264 123-308 124-090
S4 123-184 123-228 124-068
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
5 124-242 123-292 0-270 0.7% 0-114 0.3% 52% False False 228,076
10 124-242 123-275 0-287 0.7% 0-095 0.2% 55% False False 475,760
20 124-242 123-275 0-287 0.7% 0-079 0.2% 55% False False 446,145
40 124-242 123-032 1-210 1.3% 0-075 0.2% 75% False False 407,000
60 124-242 121-135 3-107 2.7% 0-094 0.2% 88% False False 442,363
80 124-242 121-135 3-107 2.7% 0-092 0.2% 88% False False 405,685
100 124-242 121-135 3-107 2.7% 0-083 0.2% 88% False False 324,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 125-160
2.618 125-029
1.618 124-269
1.000 124-220
0.618 124-189
HIGH 124-140
0.618 124-109
0.500 124-100
0.382 124-091
LOW 124-060
0.618 124-011
1.000 123-300
1.618 123-251
2.618 123-171
4.250 123-040
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 124-108 124-151
PP 124-104 124-138
S1 124-100 124-125

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

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