ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 123-120 123-100 -0-020 -0.1% 123-150
High 123-120 123-100 -0-020 -0.1% 123-150
Low 123-120 123-100 -0-020 -0.1% 123-040
Close 123-120 123-100 -0-020 -0.1% 123-040
Range
ATR 0-042 0-041 -0-002 -3.8% 0-000
Volume 8 8 0 0.0% 40
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 123-100 123-100 123-100
R3 123-100 123-100 123-100
R2 123-100 123-100 123-100
R1 123-100 123-100 123-100 123-100
PP 123-100 123-100 123-100 123-100
S1 123-100 123-100 123-100 123-100
S2 123-100 123-100 123-100
S3 123-100 123-100 123-100
S4 123-100 123-100 123-100
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-087 124-013 123-100
R3 123-297 123-223 123-070
R2 123-187 123-187 123-060
R1 123-113 123-113 123-050 123-095
PP 123-077 123-077 123-077 123-068
S1 123-003 123-003 123-030 122-305
S2 122-287 122-287 123-020
S3 122-177 122-213 123-010
S4 122-067 122-103 122-300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-120 123-040 0-080 0.2% 0-000 0.0% 75% False False 8
10 123-160 123-040 0-120 0.3% 0-000 0.0% 50% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0-000
Fibonacci Retracements and Extensions
4.250 123-100
2.618 123-100
1.618 123-100
1.000 123-100
0.618 123-100
HIGH 123-100
0.618 123-100
0.500 123-100
0.382 123-100
LOW 123-100
0.618 123-100
1.000 123-100
1.618 123-100
2.618 123-100
4.250 123-100
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 123-100 123-093
PP 123-100 123-087
S1 123-100 123-080

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

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