ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 124-042 124-072 0-030 0.1% 123-317
High 124-097 124-150 0-053 0.1% 124-150
Low 124-027 124-065 0-038 0.1% 123-307
Close 124-075 124-127 0-052 0.1% 124-127
Range 0-070 0-085 0-015 21.4% 0-163
ATR 0-091 0-090 0-000 -0.4% 0-000
Volume 541 307,432 306,891 56,726.6% 766,865
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-049 125-013 124-174
R3 124-284 124-248 124-150
R2 124-199 124-199 124-143
R1 124-163 124-163 124-135 124-181
PP 124-114 124-114 124-114 124-123
S1 124-078 124-078 124-119 124-096
S2 124-029 124-029 124-111
S3 123-264 123-313 124-104
S4 123-179 123-228 124-080
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-257 125-195 124-217
R3 125-094 125-032 124-172
R2 124-251 124-251 124-157
R1 124-189 124-189 124-142 124-220
PP 124-088 124-088 124-088 124-104
S1 124-026 124-026 124-112 124-057
S2 123-245 123-245 124-097
S3 123-082 123-183 124-082
S4 122-239 123-020 124-037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-150 123-262 0-208 0.5% 0-098 0.2% 89% True False 257,487
10 124-150 123-232 0-238 0.6% 0-083 0.2% 90% True False 309,469
20 124-150 123-085 1-065 1.0% 0-101 0.3% 94% True False 371,422
40 124-200 123-085 1-115 1.1% 0-087 0.2% 83% False False 324,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-191
2.618 125-053
1.618 124-288
1.000 124-235
0.618 124-203
HIGH 124-150
0.618 124-118
0.500 124-108
0.382 124-097
LOW 124-065
0.618 124-012
1.000 123-300
1.618 123-247
2.618 123-162
4.250 123-024
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 124-120 124-114
PP 124-114 124-101
S1 124-108 124-088

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

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