ECBOT 5 Year T-Note Future June 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 124-080 123-317 -0-083 -0.2% 124-197
High 124-085 124-067 -0-018 0.0% 124-205
Low 123-305 123-295 -0-010 0.0% 124-010
Close 124-000 124-062 0-062 0.2% 124-047
Range 0-100 0-092 -0-008 -8.0% 0-195
ATR 0-096 0-096 0-000 -0.3% 0-000
Volume 5,476 5,104 -372 -6.8% 114,482
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-311 124-278 124-113
R3 124-219 124-186 124-087
R2 124-127 124-127 124-079
R1 124-094 124-094 124-070 124-110
PP 124-035 124-035 124-035 124-043
S1 124-002 124-002 124-054 124-018
S2 123-263 123-263 124-045
S3 123-171 123-230 124-037
S4 123-079 123-138 124-011
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
5 124-130 123-192 0-258 0.6% 0-111 0.3% 74% False False 9,177
10 124-242 123-192 1-050 0.9% 0-110 0.3% 51% False False 43,533
20 124-242 123-192 1-050 0.9% 0-095 0.2% 51% False False 328,904
40 124-242 123-102 1-140 1.2% 0-080 0.2% 61% False False 344,818
60 124-242 121-135 3-107 2.7% 0-089 0.2% 83% False False 382,662
80 124-242 121-135 3-107 2.7% 0-094 0.2% 83% False False 406,523
100 124-242 121-135 3-107 2.7% 0-088 0.2% 83% False False 325,450
Crabel Price Patterns
NR True
NR4 False
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-138
2.618 124-308
1.618 124-216
1.000 124-159
0.618 124-124
HIGH 124-067
0.618 124-032
0.500 124-021
0.382 124-010
LOW 123-295
0.618 123-238
1.000 123-203
1.618 123-146
2.618 123-054
4.250 122-224
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 124-048 124-038
PP 124-035 124-014
S1 124-021 123-310

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

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