ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 11-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-047 |
123-137 |
0-090 |
0.2% |
122-160 |
High |
123-155 |
123-145 |
-0-010 |
0.0% |
122-287 |
Low |
123-032 |
123-070 |
0-038 |
0.1% |
122-047 |
Close |
123-140 |
123-107 |
-0-033 |
-0.1% |
122-227 |
Range |
0-123 |
0-075 |
-0-048 |
-39.0% |
0-240 |
ATR |
0-127 |
0-123 |
-0-004 |
-2.9% |
0-000 |
Volume |
581,653 |
449,290 |
-132,363 |
-22.8% |
1,965,906 |
|
Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-012 |
123-295 |
123-148 |
|
R3 |
123-257 |
123-220 |
123-128 |
|
R2 |
123-182 |
123-182 |
123-121 |
|
R1 |
123-145 |
123-145 |
123-114 |
123-126 |
PP |
123-107 |
123-107 |
123-107 |
123-098 |
S1 |
123-070 |
123-070 |
123-100 |
123-051 |
S2 |
123-032 |
123-032 |
123-093 |
|
S3 |
122-277 |
122-315 |
123-086 |
|
S4 |
122-202 |
122-240 |
123-066 |
|
|
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% |
0-104 |
0.3% |
89% |
False |
False |
470,774 |
10 |
123-155 |
122-047 |
1-108 |
1.1% |
0-116 |
0.3% |
89% |
False |
False |
480,521 |
20 |
123-155 |
121-135 |
2-020 |
1.7% |
0-132 |
0.3% |
93% |
False |
False |
523,640 |
40 |
123-190 |
121-135 |
2-055 |
1.8% |
0-111 |
0.3% |
88% |
False |
False |
430,050 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-091 |
0.2% |
74% |
False |
False |
286,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-144 |
2.618 |
124-021 |
1.618 |
123-266 |
1.000 |
123-220 |
0.618 |
123-191 |
HIGH |
123-145 |
0.618 |
123-116 |
0.500 |
123-108 |
0.382 |
123-099 |
LOW |
123-070 |
0.618 |
123-024 |
1.000 |
122-315 |
1.618 |
122-269 |
2.618 |
122-194 |
4.250 |
122-071 |
|
|
Fisher Pivots for day following 11-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-108 |
123-102 |
PP |
123-107 |
123-098 |
S1 |
123-107 |
123-094 |
|