ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 16-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-095 |
123-160 |
0-065 |
0.2% |
123-080 |
High |
123-172 |
123-205 |
0-033 |
0.1% |
123-172 |
Low |
123-092 |
123-135 |
0-043 |
0.1% |
123-032 |
Close |
123-152 |
123-172 |
0-020 |
0.1% |
123-152 |
Range |
0-080 |
0-070 |
-0-010 |
-12.5% |
0-140 |
ATR |
0-116 |
0-113 |
-0-003 |
-2.8% |
0-000 |
Volume |
354,017 |
361,944 |
7,927 |
2.2% |
2,104,147 |
|
Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-061 |
124-026 |
123-210 |
|
R3 |
123-311 |
123-276 |
123-191 |
|
R2 |
123-241 |
123-241 |
123-185 |
|
R1 |
123-206 |
123-206 |
123-178 |
123-224 |
PP |
123-171 |
123-171 |
123-171 |
123-179 |
S1 |
123-136 |
123-136 |
123-166 |
123-154 |
S2 |
123-101 |
123-101 |
123-159 |
|
S3 |
123-031 |
123-066 |
123-153 |
|
S4 |
122-281 |
122-316 |
123-134 |
|
|
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 |
123-205 |
123-032 |
0-173 |
0.4% |
0-082 |
0.2% |
81% |
True |
False |
430,925 |
10 |
123-205 |
122-047 |
1-158 |
1.2% |
0-107 |
0.3% |
93% |
True |
False |
443,199 |
20 |
123-205 |
121-135 |
2-070 |
1.8% |
0-115 |
0.3% |
95% |
True |
False |
468,598 |
40 |
123-205 |
121-135 |
2-070 |
1.8% |
0-109 |
0.3% |
95% |
True |
False |
458,060 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-093 |
0.2% |
82% |
False |
False |
305,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-182 |
2.618 |
124-068 |
1.618 |
123-318 |
1.000 |
123-275 |
0.618 |
123-248 |
HIGH |
123-205 |
0.618 |
123-178 |
0.500 |
123-170 |
0.382 |
123-162 |
LOW |
123-135 |
0.618 |
123-092 |
1.000 |
123-065 |
1.618 |
123-022 |
2.618 |
122-272 |
4.250 |
122-158 |
|
|
Fisher Pivots for day following 16-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-171 |
123-161 |
PP |
123-171 |
123-151 |
S1 |
123-170 |
123-140 |
|