ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 123-110 123-290 0-180 0.5% 123-120
High 123-110 123-290 0-180 0.5% 123-180
Low 123-110 123-290 0-180 0.5% 123-100
Close 123-110 123-290 0-180 0.5% 123-110
Range
ATR 0-043 0-052 0-010 23.0% 0-000
Volume 8 8 0 0.0% 40
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 123-290 123-290 123-290
R3 123-290 123-290 123-290
R2 123-290 123-290 123-290
R1 123-290 123-290 123-290 123-290
PP 123-290 123-290 123-290 123-290
S1 123-290 123-290 123-290 123-290
S2 123-290 123-290 123-290
S3 123-290 123-290 123-290
S4 123-290 123-290 123-290
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 124-050 124-000 123-154
R3 123-290 123-240 123-132
R2 123-210 123-210 123-125
R1 123-160 123-160 123-117 123-145
PP 123-130 123-130 123-130 123-122
S1 123-080 123-080 123-103 123-065
S2 123-050 123-050 123-095
S3 122-290 123-000 123-088
S4 122-210 122-240 123-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-290 123-100 0-190 0.5% 0-000 0.0% 100% True False 8
10 123-290 123-040 0-250 0.6% 0-000 0.0% 100% True 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
4.250 123-290
2.618 123-290
1.618 123-290
1.000 123-290
0.618 123-290
HIGH 123-290
0.618 123-290
0.500 123-290
0.382 123-290
LOW 123-290
0.618 123-290
1.000 123-290
1.618 123-290
2.618 123-290
4.250 123-290
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 123-290 123-260
PP 123-290 123-230
S1 123-290 123-200

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

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