ECBOT 5 Year T-Note Future September 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	124-140	124-040	-0-100	-0.3%	123-230
High	124-152	124-080	-0-072	-0.2%	124-200
Low	124-027	123-315	-0-032	-0.1%	123-210
Close	124-032	124-052	0-020	0.1%	124-130
Range	0-125	0-085	-0-040	-32.0%	0-310
ATR	0-074	0-075	0-001	1.0%	0-000
Volume	437,319	406,685	-30,634	-7.0%	2,724,063

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-297	124-260	124-099
R3	124-212	124-175	124-075
R2	124-127	124-127	124-068
R1	124-090	124-090	124-060	124-108
PP	124-042	124-042	124-042	124-052
S1	124-005	124-005	124-044	124-024
S2	123-277	123-277	124-036
S3	123-192	123-240	124-029
S4	123-107	123-155	124-005

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-237	124-300
R3	126-053	125-247	124-215
R2	125-063	125-063	124-187
R1	124-257	124-257	124-158	125-000
PP	124-073	124-073	124-073	124-105
S1	123-267	123-267	124-102	124-010
S2	123-083	123-083	124-073
S3	122-093	122-277	124-045
S4	121-103	121-287	123-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-200	123-210	0-310	0.8%	0-128	0.3%	52%	False	False	646,229
10	124-200	123-180	1-020	0.9%	0-098	0.2%	56%	False	False	428,266
20	124-200	123-180	1-020	0.9%	0-068	0.2%	56%	False	False	216,886

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	0-022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-121
2.618	124-303
1.618	124-218
1.000	124-165
0.618	124-133
HIGH	124-080
0.618	124-048
0.500	124-038
0.382	124-027
LOW	123-315
0.618	123-262
1.000	123-230
1.618	123-177
2.618	123-092
4.250	122-274

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	124-047	124-098
PP	124-042	124-082
S1	124-038	124-067

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