ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	123-317	124-077	0-080	0.2%	123-245
High	124-115	124-097	-0-018	0.0%	124-077
Low	123-307	124-025	0-038	0.1%	123-240
Close	124-090	124-035	-0-055	-0.1%	123-310
Range	0-128	0-072	-0-056	-43.8%	0-157
ATR	0-094	0-092	-0-002	-1.6%	0-000
Volume	458,557	335	-458,222	-99.9%	1,994,194

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-268	124-224	124-075
R3	124-196	124-152	124-055
R2	124-124	124-124	124-048
R1	124-080	124-080	124-042	124-066
PP	124-052	124-052	124-052	124-046
S1	124-008	124-008	124-028	123-314
S2	123-300	123-300	124-022
S3	123-228	123-256	124-015
S4	123-156	123-184	123-315

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-147	125-065	124-076
R3	124-310	124-228	124-033
R2	124-153	124-153	124-019
R1	124-071	124-071	124-004	124-112
PP	123-316	123-316	123-316	124-016
S1	123-234	123-234	123-296	123-275
S2	123-159	123-159	123-281
S3	123-002	123-077	123-267
S4	122-165	122-240	123-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-115	123-262	0-173	0.4%	0-093	0.2%	54%	False	False	360,423
10	124-115	123-227	0-208	0.5%	0-087	0.2%	62%	False	False	383,632
20	124-115	123-085	1-030	0.9%	0-102	0.3%	77%	False	False	416,701
40	124-200	123-085	1-115	1.1%	0-085	0.2%	62%	False	False	316,794

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-083
2.618	124-285
1.618	124-213
1.000	124-169
0.618	124-141
HIGH	124-097
0.618	124-069
0.500	124-061
0.382	124-053
LOW	124-025
0.618	123-301
1.000	123-273
1.618	123-229
2.618	123-157
4.250	123-039

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	124-061	124-033
PP	124-052	124-031
S1	124-044	124-028

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