ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-162 |
123-162 |
0-000 |
0.0% |
123-160 |
High |
123-195 |
123-185 |
-0-010 |
0.0% |
123-205 |
Low |
123-140 |
123-135 |
-0-005 |
0.0% |
123-120 |
Close |
123-177 |
123-167 |
-0-010 |
0.0% |
123-167 |
Range |
0-055 |
0-050 |
-0-005 |
-9.1% |
0-085 |
ATR |
0-102 |
0-098 |
-0-004 |
-3.6% |
0-000 |
Volume |
375,612 |
287,552 |
-88,060 |
-23.4% |
1,762,213 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-312 |
123-290 |
123-194 |
|
R3 |
123-262 |
123-240 |
123-181 |
|
R2 |
123-212 |
123-212 |
123-176 |
|
R1 |
123-190 |
123-190 |
123-172 |
123-201 |
PP |
123-162 |
123-162 |
123-162 |
123-168 |
S1 |
123-140 |
123-140 |
123-162 |
123-151 |
S2 |
123-112 |
123-112 |
123-158 |
|
S3 |
123-062 |
123-090 |
123-153 |
|
S4 |
123-012 |
123-040 |
123-140 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-099 |
124-058 |
123-214 |
|
R3 |
124-014 |
123-293 |
123-190 |
|
R2 |
123-249 |
123-249 |
123-183 |
|
R1 |
123-208 |
123-208 |
123-175 |
123-228 |
PP |
123-164 |
123-164 |
123-164 |
123-174 |
S1 |
123-123 |
123-123 |
123-159 |
123-144 |
S2 |
123-079 |
123-079 |
123-151 |
|
S3 |
122-314 |
123-038 |
123-144 |
|
S4 |
122-229 |
122-273 |
123-120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-205 |
123-120 |
0-085 |
0.2% |
0-059 |
0.1% |
55% |
False |
False |
352,442 |
10 |
123-205 |
123-032 |
0-173 |
0.4% |
0-069 |
0.2% |
78% |
False |
False |
386,636 |
20 |
123-205 |
121-285 |
1-240 |
1.4% |
0-098 |
0.2% |
93% |
False |
False |
427,054 |
40 |
123-205 |
121-135 |
2-070 |
1.8% |
0-107 |
0.3% |
95% |
False |
False |
489,892 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-091 |
0.2% |
81% |
False |
False |
329,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-078 |
2.618 |
123-316 |
1.618 |
123-266 |
1.000 |
123-235 |
0.618 |
123-216 |
HIGH |
123-185 |
0.618 |
123-166 |
0.500 |
123-160 |
0.382 |
123-154 |
LOW |
123-135 |
0.618 |
123-104 |
1.000 |
123-085 |
1.618 |
123-054 |
2.618 |
123-004 |
4.250 |
122-242 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-165 |
123-165 |
PP |
123-162 |
123-162 |
S1 |
123-160 |
123-160 |
|