ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
122-055 |
122-177 |
0-122 |
0.3% |
122-032 |
| High |
122-185 |
122-287 |
0-102 |
0.3% |
122-250 |
| Low |
122-047 |
122-157 |
0-110 |
0.3% |
121-292 |
| Close |
122-162 |
122-227 |
0-065 |
0.2% |
122-172 |
| Range |
0-138 |
0-130 |
-0-008 |
-5.8% |
0-278 |
| ATR |
0-122 |
0-123 |
0-001 |
0.5% |
0-000 |
| Volume |
568,017 |
443,450 |
-124,567 |
-21.9% |
2,334,984 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-294 |
123-230 |
122-298 |
|
| R3 |
123-164 |
123-100 |
122-263 |
|
| R2 |
123-034 |
123-034 |
122-251 |
|
| R1 |
122-290 |
122-290 |
122-239 |
123-002 |
| PP |
122-224 |
122-224 |
122-224 |
122-240 |
| S1 |
122-160 |
122-160 |
122-215 |
122-192 |
| S2 |
122-094 |
122-094 |
122-203 |
|
| S3 |
121-284 |
122-030 |
122-191 |
|
| S4 |
121-154 |
121-220 |
122-156 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-005 |
124-207 |
123-005 |
|
| R3 |
124-047 |
123-249 |
122-248 |
|
| R2 |
123-089 |
123-089 |
122-223 |
|
| R1 |
122-291 |
122-291 |
122-197 |
123-030 |
| PP |
122-131 |
122-131 |
122-131 |
122-161 |
| S1 |
122-013 |
122-013 |
122-147 |
122-072 |
| S2 |
121-173 |
121-173 |
122-121 |
|
| S3 |
120-215 |
121-055 |
122-096 |
|
| S4 |
119-257 |
120-097 |
122-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-287 |
122-047 |
0-240 |
0.6% |
0-148 |
0.4% |
75% |
True |
False |
496,833 |
| 10 |
122-287 |
121-285 |
1-002 |
0.8% |
0-127 |
0.3% |
81% |
True |
False |
467,473 |
| 20 |
123-060 |
121-135 |
1-245 |
1.4% |
0-136 |
0.3% |
73% |
False |
False |
521,970 |
| 40 |
123-190 |
121-135 |
2-055 |
1.8% |
0-109 |
0.3% |
59% |
False |
False |
396,591 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-087 |
0.2% |
50% |
False |
False |
264,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-200 |
|
2.618 |
123-307 |
|
1.618 |
123-177 |
|
1.000 |
123-097 |
|
0.618 |
123-047 |
|
HIGH |
122-287 |
|
0.618 |
122-237 |
|
0.500 |
122-222 |
|
0.382 |
122-207 |
|
LOW |
122-157 |
|
0.618 |
122-077 |
|
1.000 |
122-027 |
|
1.618 |
121-267 |
|
2.618 |
121-137 |
|
4.250 |
120-244 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-225 |
122-207 |
| PP |
122-224 |
122-187 |
| S1 |
122-222 |
122-167 |
|