ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 23-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-162 |
123-172 |
0-010 |
0.0% |
123-160 |
High |
123-185 |
123-227 |
0-042 |
0.1% |
123-205 |
Low |
123-135 |
123-167 |
0-032 |
0.1% |
123-120 |
Close |
123-167 |
123-215 |
0-048 |
0.1% |
123-167 |
Range |
0-050 |
0-060 |
0-010 |
20.0% |
0-085 |
ATR |
0-098 |
0-095 |
-0-003 |
-2.8% |
0-000 |
Volume |
287,552 |
300,171 |
12,619 |
4.4% |
1,762,213 |
|
Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-063 |
124-039 |
123-248 |
|
R3 |
124-003 |
123-299 |
123-232 |
|
R2 |
123-263 |
123-263 |
123-226 |
|
R1 |
123-239 |
123-239 |
123-220 |
123-251 |
PP |
123-203 |
123-203 |
123-203 |
123-209 |
S1 |
123-179 |
123-179 |
123-210 |
123-191 |
S2 |
123-143 |
123-143 |
123-204 |
|
S3 |
123-083 |
123-119 |
123-198 |
|
S4 |
123-023 |
123-059 |
123-182 |
|
|
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 |
123-227 |
123-120 |
0-107 |
0.3% |
0-057 |
0.1% |
89% |
True |
False |
340,088 |
10 |
123-227 |
123-032 |
0-195 |
0.5% |
0-069 |
0.2% |
94% |
True |
False |
385,506 |
20 |
123-227 |
121-292 |
1-255 |
1.5% |
0-095 |
0.2% |
98% |
True |
False |
423,371 |
40 |
123-227 |
121-135 |
2-092 |
1.8% |
0-107 |
0.3% |
98% |
True |
False |
488,912 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-091 |
0.2% |
87% |
False |
False |
334,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-162 |
2.618 |
124-064 |
1.618 |
124-004 |
1.000 |
123-287 |
0.618 |
123-264 |
HIGH |
123-227 |
0.618 |
123-204 |
0.500 |
123-197 |
0.382 |
123-190 |
LOW |
123-167 |
0.618 |
123-130 |
1.000 |
123-107 |
1.618 |
123-070 |
2.618 |
123-010 |
4.250 |
122-232 |
|
|
Fisher Pivots for day following 23-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-209 |
123-204 |
PP |
123-203 |
123-192 |
S1 |
123-197 |
123-181 |
|