ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 123-250 123-312 0-062 0.2% 124-140
High 124-002 124-020 0-018 0.0% 124-152
Low 123-217 123-255 0-038 0.1% 123-252
Close 123-312 123-292 -0-020 -0.1% 123-297
Range 0-105 0-085 -0-020 -19.0% 0-220
ATR 0-096 0-095 -0-001 -0.8% 0-000
Volume 474,699 437,249 -37,450 -7.9% 2,429,232
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-231 124-186 124-019
R3 124-146 124-101 123-315
R2 124-061 124-061 123-308
R1 124-016 124-016 123-300 123-316
PP 123-296 123-296 123-296 123-286
S1 123-251 123-251 123-284 123-231
S2 123-211 123-211 123-276
S3 123-126 123-166 123-269
S4 123-041 123-081 123-245
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 126-040 125-229 124-098
R3 125-140 125-009 124-038
R2 124-240 124-240 124-017
R1 124-109 124-109 123-317 124-064
PP 124-020 124-020 124-020 123-318
S1 123-209 123-209 123-277 123-164
S2 123-120 123-120 123-257
S3 122-220 122-309 123-236
S4 122-000 122-089 123-176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-067 123-085 0-302 0.8% 0-137 0.3% 69% False False 430,386
10 124-200 123-085 1-115 1.1% 0-122 0.3% 48% False False 492,636
20 124-200 123-085 1-115 1.1% 0-100 0.3% 48% False False 383,421
40 124-200 123-030 1-170 1.2% 0-066 0.2% 53% False False 192,857
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 0-029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-061
2.618 124-243
1.618 124-158
1.000 124-105
0.618 124-073
HIGH 124-020
0.618 123-308
0.500 123-298
0.382 123-287
LOW 123-255
0.618 123-202
1.000 123-170
1.618 123-117
2.618 123-032
4.250 122-214
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 123-298 123-290
PP 123-296 123-288
S1 123-294 123-286

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

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