ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 124-050 124-005 -0-045 -0.1% 124-197
High 124-130 124-107 -0-023 -0.1% 124-205
Low 124-045 123-192 -0-173 -0.4% 124-010
Close 124-047 124-082 0-035 0.1% 124-047
Range 0-085 0-235 0-150 176.5% 0-195
ATR 0-085 0-096 0-011 12.6% 0-000
Volume 12,218 7,652 -4,566 -37.4% 114,482
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 126-085 125-319 124-211
R3 125-170 125-084 124-147
R2 124-255 124-255 124-125
R1 124-169 124-169 124-104 124-212
PP 124-020 124-020 124-020 124-042
S1 123-254 123-254 124-060 123-297
S2 123-105 123-105 124-039
S3 122-190 123-019 124-017
S4 121-275 122-104 123-273
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 126-032 125-235 124-154
R3 125-157 125-040 124-101
R2 124-282 124-282 124-083
R1 124-165 124-165 124-065 124-126
PP 124-087 124-087 124-087 124-068
S1 123-290 123-290 124-029 123-251
S2 123-212 123-212 124-011
S3 123-017 123-095 123-313
S4 122-142 122-220 123-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-140 123-192 0-268 0.7% 0-112 0.3% 78% False True 17,547
10 124-242 123-192 1-050 0.9% 0-113 0.3% 57% False True 231,517
20 124-242 123-192 1-050 0.9% 0-091 0.2% 57% False True 370,020
40 124-242 123-102 1-140 1.2% 0-078 0.2% 65% False False 363,846
60 124-242 121-135 3-107 2.7% 0-091 0.2% 85% False False 402,001
80 124-242 121-135 3-107 2.7% 0-095 0.2% 85% False False 406,445
100 124-242 121-135 3-107 2.7% 0-086 0.2% 85% False False 325,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 127-146
2.618 126-082
1.618 125-167
1.000 125-022
0.618 124-252
HIGH 124-107
0.618 124-017
0.500 123-310
0.382 123-282
LOW 123-192
0.618 123-047
1.000 122-277
1.618 122-132
2.618 121-217
4.250 120-153
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 124-051 124-055
PP 124-020 124-028
S1 123-310 124-001

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

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