ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 10-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-080 |
123-047 |
-0-033 |
-0.1% |
122-160 |
High |
123-092 |
123-155 |
0-063 |
0.2% |
122-287 |
Low |
123-037 |
123-032 |
-0-005 |
0.0% |
122-047 |
Close |
123-055 |
123-140 |
0-085 |
0.2% |
122-227 |
Range |
0-055 |
0-123 |
0-068 |
123.6% |
0-240 |
ATR |
0-127 |
0-127 |
0-000 |
-0.2% |
0-000 |
Volume |
311,462 |
581,653 |
270,191 |
86.7% |
1,965,906 |
|
Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-158 |
124-112 |
123-208 |
|
R3 |
124-035 |
123-309 |
123-174 |
|
R2 |
123-232 |
123-232 |
123-163 |
|
R1 |
123-186 |
123-186 |
123-151 |
123-209 |
PP |
123-109 |
123-109 |
123-109 |
123-120 |
S1 |
123-063 |
123-063 |
123-129 |
123-086 |
S2 |
122-306 |
122-306 |
123-117 |
|
S3 |
122-183 |
122-260 |
123-106 |
|
S4 |
122-060 |
122-137 |
123-072 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-267 |
124-167 |
123-039 |
|
R3 |
124-027 |
123-247 |
122-293 |
|
R2 |
123-107 |
123-107 |
122-271 |
|
R1 |
123-007 |
123-007 |
122-249 |
123-057 |
PP |
122-187 |
122-187 |
122-187 |
122-212 |
S1 |
122-087 |
122-087 |
122-205 |
122-137 |
S2 |
121-267 |
121-267 |
122-183 |
|
S3 |
121-027 |
121-167 |
122-161 |
|
S4 |
120-107 |
120-247 |
122-095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-155 |
122-047 |
1-108 |
1.1% |
0-130 |
0.3% |
96% |
True |
False |
487,810 |
10 |
123-155 |
122-040 |
1-115 |
1.1% |
0-123 |
0.3% |
97% |
True |
False |
480,804 |
20 |
123-155 |
121-135 |
2-020 |
1.7% |
0-135 |
0.3% |
98% |
True |
False |
527,656 |
40 |
123-190 |
121-135 |
2-055 |
1.8% |
0-111 |
0.3% |
93% |
False |
False |
418,843 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-090 |
0.2% |
78% |
False |
False |
279,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-038 |
2.618 |
124-157 |
1.618 |
124-034 |
1.000 |
123-278 |
0.618 |
123-231 |
HIGH |
123-155 |
0.618 |
123-108 |
0.500 |
123-094 |
0.382 |
123-079 |
LOW |
123-032 |
0.618 |
122-276 |
1.000 |
122-229 |
1.618 |
122-153 |
2.618 |
122-030 |
4.250 |
121-149 |
|
|
Fisher Pivots for day following 10-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-124 |
123-092 |
PP |
123-109 |
123-044 |
S1 |
123-094 |
122-316 |
|