ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 18-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-162 |
123-147 |
-0-015 |
0.0% |
123-080 |
High |
123-187 |
123-177 |
-0-010 |
0.0% |
123-172 |
Low |
123-120 |
123-125 |
0-005 |
0.0% |
123-032 |
Close |
123-140 |
123-157 |
0-017 |
0.0% |
123-152 |
Range |
0-067 |
0-052 |
-0-015 |
-22.4% |
0-140 |
ATR |
0-109 |
0-105 |
-0-004 |
-3.7% |
0-000 |
Volume |
409,769 |
327,336 |
-82,433 |
-20.1% |
2,104,147 |
|
Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-309 |
123-285 |
123-186 |
|
R3 |
123-257 |
123-233 |
123-171 |
|
R2 |
123-205 |
123-205 |
123-167 |
|
R1 |
123-181 |
123-181 |
123-162 |
123-193 |
PP |
123-153 |
123-153 |
123-153 |
123-159 |
S1 |
123-129 |
123-129 |
123-152 |
123-141 |
S2 |
123-101 |
123-101 |
123-147 |
|
S3 |
123-049 |
123-077 |
123-143 |
|
S4 |
122-317 |
123-025 |
123-128 |
|
|
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 |
123-075 |
0-130 |
0.3% |
0-066 |
0.2% |
63% |
False |
False |
372,158 |
10 |
123-205 |
122-047 |
1-158 |
1.2% |
0-085 |
0.2% |
90% |
False |
False |
421,466 |
20 |
123-205 |
121-170 |
2-035 |
1.7% |
0-104 |
0.3% |
93% |
False |
False |
444,797 |
40 |
123-205 |
121-135 |
2-070 |
1.8% |
0-109 |
0.3% |
93% |
False |
False |
476,145 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-093 |
0.2% |
80% |
False |
False |
317,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-078 |
2.618 |
123-313 |
1.618 |
123-261 |
1.000 |
123-229 |
0.618 |
123-209 |
HIGH |
123-177 |
0.618 |
123-157 |
0.500 |
123-151 |
0.382 |
123-145 |
LOW |
123-125 |
0.618 |
123-093 |
1.000 |
123-073 |
1.618 |
123-041 |
2.618 |
122-309 |
4.250 |
122-224 |
|
|
Fisher Pivots for day following 18-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-155 |
123-162 |
PP |
123-153 |
123-161 |
S1 |
123-151 |
123-159 |
|