ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 12-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-137 |
123-100 |
-0-037 |
-0.1% |
122-160 |
High |
123-145 |
123-135 |
-0-010 |
0.0% |
122-287 |
Low |
123-070 |
123-075 |
0-005 |
0.0% |
122-047 |
Close |
123-107 |
123-097 |
-0-010 |
0.0% |
122-227 |
Range |
0-075 |
0-060 |
-0-015 |
-20.0% |
0-240 |
ATR |
0-123 |
0-119 |
-0-005 |
-3.7% |
0-000 |
Volume |
449,290 |
407,725 |
-41,565 |
-9.3% |
1,965,906 |
|
Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-282 |
123-250 |
123-130 |
|
R3 |
123-222 |
123-190 |
123-114 |
|
R2 |
123-162 |
123-162 |
123-108 |
|
R1 |
123-130 |
123-130 |
123-102 |
123-116 |
PP |
123-102 |
123-102 |
123-102 |
123-096 |
S1 |
123-070 |
123-070 |
123-092 |
123-056 |
S2 |
123-042 |
123-042 |
123-086 |
|
S3 |
122-302 |
123-010 |
123-080 |
|
S4 |
122-242 |
122-270 |
123-064 |
|
|
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 |
122-157 |
0-318 |
0.8% |
0-089 |
0.2% |
82% |
False |
False |
438,716 |
10 |
123-155 |
122-047 |
1-108 |
1.1% |
0-114 |
0.3% |
86% |
False |
False |
471,254 |
20 |
123-155 |
121-135 |
2-020 |
1.7% |
0-122 |
0.3% |
91% |
False |
False |
502,114 |
40 |
123-190 |
121-135 |
2-055 |
1.8% |
0-112 |
0.3% |
87% |
False |
False |
440,227 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-091 |
0.2% |
73% |
False |
False |
293,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-070 |
2.618 |
123-292 |
1.618 |
123-232 |
1.000 |
123-195 |
0.618 |
123-172 |
HIGH |
123-135 |
0.618 |
123-112 |
0.500 |
123-105 |
0.382 |
123-098 |
LOW |
123-075 |
0.618 |
123-038 |
1.000 |
123-015 |
1.618 |
122-298 |
2.618 |
122-238 |
4.250 |
122-140 |
|
|
Fisher Pivots for day following 12-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-105 |
123-096 |
PP |
123-102 |
123-095 |
S1 |
123-100 |
123-094 |
|