ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 17-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-160 |
123-162 |
0-002 |
0.0% |
123-080 |
High |
123-205 |
123-187 |
-0-018 |
0.0% |
123-172 |
Low |
123-135 |
123-120 |
-0-015 |
0.0% |
123-032 |
Close |
123-172 |
123-140 |
-0-032 |
-0.1% |
123-152 |
Range |
0-070 |
0-067 |
-0-003 |
-4.3% |
0-140 |
ATR |
0-113 |
0-109 |
-0-003 |
-2.9% |
0-000 |
Volume |
361,944 |
409,769 |
47,825 |
13.2% |
2,104,147 |
|
Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-030 |
123-312 |
123-177 |
|
R3 |
123-283 |
123-245 |
123-158 |
|
R2 |
123-216 |
123-216 |
123-152 |
|
R1 |
123-178 |
123-178 |
123-146 |
123-164 |
PP |
123-149 |
123-149 |
123-149 |
123-142 |
S1 |
123-111 |
123-111 |
123-134 |
123-096 |
S2 |
123-082 |
123-082 |
123-128 |
|
S3 |
123-015 |
123-044 |
123-122 |
|
S4 |
122-268 |
122-297 |
123-103 |
|
|
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 |
123-070 |
0-135 |
0.3% |
0-070 |
0.2% |
52% |
False |
False |
396,549 |
10 |
123-205 |
122-047 |
1-158 |
1.2% |
0-100 |
0.3% |
86% |
False |
False |
442,179 |
20 |
123-205 |
121-135 |
2-070 |
1.8% |
0-108 |
0.3% |
91% |
False |
False |
458,351 |
40 |
123-205 |
121-135 |
2-070 |
1.8% |
0-109 |
0.3% |
91% |
False |
False |
468,227 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-094 |
0.2% |
78% |
False |
False |
312,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-152 |
2.618 |
124-042 |
1.618 |
123-295 |
1.000 |
123-254 |
0.618 |
123-228 |
HIGH |
123-187 |
0.618 |
123-161 |
0.500 |
123-154 |
0.382 |
123-146 |
LOW |
123-120 |
0.618 |
123-079 |
1.000 |
123-053 |
1.618 |
123-012 |
2.618 |
122-265 |
4.250 |
122-155 |
|
|
Fisher Pivots for day following 17-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-154 |
123-148 |
PP |
123-149 |
123-146 |
S1 |
123-144 |
123-143 |
|