ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
124-150 |
124-197 |
0-047 |
0.1% |
124-000 |
| High |
124-242 |
124-205 |
-0-037 |
-0.1% |
124-242 |
| Low |
124-122 |
124-095 |
-0-027 |
-0.1% |
123-285 |
| Close |
124-185 |
124-097 |
-0-088 |
-0.2% |
124-185 |
| Range |
0-120 |
0-110 |
-0-010 |
-8.3% |
0-277 |
| ATR |
0-085 |
0-087 |
0-002 |
2.1% |
0-000 |
| Volume |
83,541 |
34,398 |
-49,143 |
-58.8% |
2,193,044 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-142 |
125-070 |
124-158 |
|
| R3 |
125-032 |
124-280 |
124-127 |
|
| R2 |
124-242 |
124-242 |
124-117 |
|
| R1 |
124-170 |
124-170 |
124-107 |
124-151 |
| PP |
124-132 |
124-132 |
124-132 |
124-123 |
| S1 |
124-060 |
124-060 |
124-087 |
124-041 |
| S2 |
124-022 |
124-022 |
124-077 |
|
| S3 |
123-232 |
123-270 |
124-067 |
|
| S4 |
123-122 |
123-160 |
124-036 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-002 |
126-210 |
125-017 |
|
| R3 |
126-045 |
125-253 |
124-261 |
|
| R2 |
125-088 |
125-088 |
124-236 |
|
| R1 |
124-296 |
124-296 |
124-210 |
125-032 |
| PP |
124-131 |
124-131 |
124-131 |
124-158 |
| S1 |
124-019 |
124-019 |
124-160 |
124-075 |
| S2 |
123-174 |
123-174 |
124-134 |
|
| S3 |
122-217 |
123-062 |
124-109 |
|
| S4 |
121-260 |
122-105 |
124-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-242 |
123-285 |
0-277 |
0.7% |
0-113 |
0.3% |
48% |
False |
False |
445,488 |
| 10 |
124-242 |
123-275 |
0-287 |
0.7% |
0-094 |
0.2% |
49% |
False |
False |
509,706 |
| 20 |
124-242 |
123-275 |
0-287 |
0.7% |
0-078 |
0.2% |
49% |
False |
False |
455,934 |
| 40 |
124-242 |
123-032 |
1-210 |
1.3% |
0-074 |
0.2% |
73% |
False |
False |
414,257 |
| 60 |
124-242 |
121-135 |
3-107 |
2.7% |
0-095 |
0.2% |
86% |
False |
False |
450,161 |
| 80 |
124-242 |
121-135 |
3-107 |
2.7% |
0-092 |
0.2% |
86% |
False |
False |
405,424 |
| 100 |
124-242 |
121-135 |
3-107 |
2.7% |
0-082 |
0.2% |
86% |
False |
False |
324,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-032 |
|
2.618 |
125-173 |
|
1.618 |
125-063 |
|
1.000 |
124-315 |
|
0.618 |
124-273 |
|
HIGH |
124-205 |
|
0.618 |
124-163 |
|
0.500 |
124-150 |
|
0.382 |
124-137 |
|
LOW |
124-095 |
|
0.618 |
124-027 |
|
1.000 |
123-305 |
|
1.618 |
123-237 |
|
2.618 |
123-127 |
|
4.250 |
122-268 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-154 |
| PP |
124-132 |
124-135 |
| S1 |
124-115 |
124-116 |
|