ECBOT 5 Year T-Note Future September 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 |
124-032 |
123-260 |
-0-092 |
-0.2% |
123-230 |
| High |
124-065 |
123-307 |
-0-078 |
-0.2% |
124-200 |
| Low |
123-257 |
123-252 |
-0-005 |
0.0% |
123-210 |
| Close |
123-275 |
123-295 |
0-020 |
0.1% |
124-130 |
| Range |
0-128 |
0-055 |
-0-073 |
-57.0% |
0-310 |
| ATR |
0-079 |
0-077 |
-0-002 |
-2.2% |
0-000 |
| Volume |
668,374 |
545,172 |
-123,202 |
-18.4% |
2,724,063 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-130 |
124-107 |
124-005 |
|
| R3 |
124-075 |
124-052 |
123-310 |
|
| R2 |
124-020 |
124-020 |
123-305 |
|
| R1 |
123-317 |
123-317 |
123-300 |
124-008 |
| PP |
123-285 |
123-285 |
123-285 |
123-290 |
| S1 |
123-262 |
123-262 |
123-290 |
123-274 |
| S2 |
123-230 |
123-230 |
123-285 |
|
| S3 |
123-175 |
123-207 |
123-280 |
|
| S4 |
123-120 |
123-152 |
123-265 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-221 |
|
2.618 |
124-131 |
|
1.618 |
124-076 |
|
1.000 |
124-042 |
|
0.618 |
124-021 |
|
HIGH |
123-307 |
|
0.618 |
123-286 |
|
0.500 |
123-280 |
|
0.382 |
123-273 |
|
LOW |
123-252 |
|
0.618 |
123-218 |
|
1.000 |
123-197 |
|
1.618 |
123-163 |
|
2.618 |
123-108 |
|
4.250 |
123-018 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-290 |
124-006 |
| PP |
123-285 |
123-316 |
| S1 |
123-280 |
123-305 |
|