ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 123-310 124-040 0-050 0.1% 123-275
High 124-070 124-065 -0-005 0.0% 124-060
Low 123-292 123-295 0-003 0.0% 123-085
Close 124-035 124-007 -0-028 -0.1% 124-047
Range 0-098 0-090 -0-008 -8.2% 0-295
ATR 0-097 0-096 0-000 -0.5% 0-000
Volume 366,238 390,081 23,843 6.5% 2,156,155
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-286 124-236 124-056
R3 124-196 124-146 124-032
R2 124-106 124-106 124-024
R1 124-056 124-056 124-015 124-036
PP 124-016 124-016 124-016 124-006
S1 123-286 123-286 123-319 123-266
S2 123-246 123-246 123-310
S3 123-156 123-196 123-302
S4 123-066 123-106 123-278
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 126-202 126-100 124-209
R3 125-227 125-125 124-128
R2 124-252 124-252 124-101
R1 124-150 124-150 124-074 124-201
PP 123-277 123-277 123-277 123-303
S1 123-175 123-175 124-020 123-226
S2 122-302 122-302 123-313
S3 122-007 122-200 123-286
S4 121-032 121-225 123-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-070 123-217 0-173 0.4% 0-100 0.3% 64% False False 408,834
10 124-070 123-085 0-305 0.8% 0-118 0.3% 79% False False 449,770
20 124-200 123-085 1-115 1.1% 0-108 0.3% 56% False False 439,018
40 124-200 123-050 1-150 1.2% 0-073 0.2% 59% False False 221,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-128
2.618 124-301
1.618 124-211
1.000 124-155
0.618 124-121
HIGH 124-065
0.618 124-031
0.500 124-020
0.382 124-009
LOW 123-295
0.618 123-239
1.000 123-205
1.618 123-149
2.618 123-059
4.250 122-232
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 124-020 124-006
PP 124-016 124-006
S1 124-011 124-005

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

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