ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-097 |
124-017 |
-0-080 |
-0.2% |
124-000 |
| High |
124-125 |
124-057 |
-0-068 |
-0.2% |
124-242 |
| Low |
124-010 |
124-012 |
0-002 |
0.0% |
123-285 |
| Close |
124-027 |
124-047 |
0-020 |
0.1% |
124-185 |
| Range |
0-115 |
0-045 |
-0-070 |
-60.9% |
0-277 |
| ATR |
0-088 |
0-085 |
-0-003 |
-3.5% |
0-000 |
| Volume |
31,226 |
15,436 |
-15,790 |
-50.6% |
2,193,044 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-174 |
124-155 |
124-072 |
|
| R3 |
124-129 |
124-110 |
124-059 |
|
| R2 |
124-084 |
124-084 |
124-055 |
|
| R1 |
124-065 |
124-065 |
124-051 |
124-074 |
| PP |
124-039 |
124-039 |
124-039 |
124-043 |
| S1 |
124-020 |
124-020 |
124-043 |
124-030 |
| S2 |
123-314 |
123-314 |
124-039 |
|
| S3 |
123-269 |
123-295 |
124-035 |
|
| S4 |
123-224 |
123-250 |
124-022 |
|
|
| 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 |
124-010 |
0-232 |
0.6% |
0-094 |
0.2% |
16% |
False |
False |
37,161 |
| 10 |
124-242 |
123-285 |
0-277 |
0.7% |
0-094 |
0.2% |
30% |
False |
False |
365,976 |
| 20 |
124-242 |
123-275 |
0-287 |
0.7% |
0-080 |
0.2% |
32% |
False |
False |
406,535 |
| 40 |
124-242 |
123-075 |
1-167 |
1.2% |
0-074 |
0.2% |
60% |
False |
False |
382,393 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-093 |
0.2% |
82% |
False |
False |
429,476 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-092 |
0.2% |
82% |
False |
False |
406,222 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-084 |
0.2% |
82% |
False |
False |
325,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-248 |
|
2.618 |
124-175 |
|
1.618 |
124-130 |
|
1.000 |
124-102 |
|
0.618 |
124-085 |
|
HIGH |
124-057 |
|
0.618 |
124-040 |
|
0.500 |
124-034 |
|
0.382 |
124-029 |
|
LOW |
124-012 |
|
0.618 |
123-304 |
|
1.000 |
123-287 |
|
1.618 |
123-259 |
|
2.618 |
123-214 |
|
4.250 |
123-141 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-043 |
124-075 |
| PP |
124-039 |
124-066 |
| S1 |
124-034 |
124-056 |
|