ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 13-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-100 |
123-095 |
-0-005 |
0.0% |
123-080 |
High |
123-135 |
123-172 |
0-037 |
0.1% |
123-172 |
Low |
123-075 |
123-092 |
0-017 |
0.0% |
123-032 |
Close |
123-097 |
123-152 |
0-055 |
0.1% |
123-152 |
Range |
0-060 |
0-080 |
0-020 |
33.3% |
0-140 |
ATR |
0-119 |
0-116 |
-0-003 |
-2.3% |
0-000 |
Volume |
407,725 |
354,017 |
-53,708 |
-13.2% |
2,104,147 |
|
Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-059 |
124-025 |
123-196 |
|
R3 |
123-299 |
123-265 |
123-174 |
|
R2 |
123-219 |
123-219 |
123-167 |
|
R1 |
123-185 |
123-185 |
123-159 |
123-202 |
PP |
123-139 |
123-139 |
123-139 |
123-147 |
S1 |
123-105 |
123-105 |
123-145 |
123-122 |
S2 |
123-059 |
123-059 |
123-137 |
|
S3 |
122-299 |
123-025 |
123-130 |
|
S4 |
122-219 |
122-265 |
123-108 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-219 |
124-165 |
123-229 |
|
R3 |
124-079 |
124-025 |
123-190 |
|
R2 |
123-259 |
123-259 |
123-178 |
|
R1 |
123-205 |
123-205 |
123-165 |
123-232 |
PP |
123-119 |
123-119 |
123-119 |
123-132 |
S1 |
123-065 |
123-065 |
123-139 |
123-092 |
S2 |
122-299 |
122-299 |
123-126 |
|
S3 |
122-159 |
122-245 |
123-114 |
|
S4 |
122-019 |
122-105 |
123-075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-172 |
123-032 |
0-140 |
0.4% |
0-079 |
0.2% |
86% |
True |
False |
420,829 |
10 |
123-172 |
122-047 |
1-125 |
1.1% |
0-113 |
0.3% |
96% |
True |
False |
458,831 |
20 |
123-172 |
121-135 |
2-037 |
1.7% |
0-118 |
0.3% |
97% |
True |
False |
478,312 |
40 |
123-190 |
121-135 |
2-055 |
1.8% |
0-112 |
0.3% |
95% |
False |
False |
449,044 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-092 |
0.2% |
80% |
False |
False |
299,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-192 |
2.618 |
124-061 |
1.618 |
123-301 |
1.000 |
123-252 |
0.618 |
123-221 |
HIGH |
123-172 |
0.618 |
123-141 |
0.500 |
123-132 |
0.382 |
123-123 |
LOW |
123-092 |
0.618 |
123-043 |
1.000 |
123-012 |
1.618 |
122-283 |
2.618 |
122-203 |
4.250 |
122-072 |
|
|
Fisher Pivots for day following 13-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-145 |
123-142 |
PP |
123-139 |
123-131 |
S1 |
123-132 |
123-121 |
|