ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-172 |
123-210 |
0-038 |
0.1% |
123-160 |
High |
123-227 |
123-230 |
0-003 |
0.0% |
123-205 |
Low |
123-167 |
123-162 |
-0-005 |
0.0% |
123-120 |
Close |
123-215 |
123-180 |
-0-035 |
-0.1% |
123-167 |
Range |
0-060 |
0-068 |
0-008 |
13.3% |
0-085 |
ATR |
0-095 |
0-093 |
-0-002 |
-2.0% |
0-000 |
Volume |
300,171 |
336,527 |
36,356 |
12.1% |
1,762,213 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-075 |
124-035 |
123-217 |
|
R3 |
124-007 |
123-287 |
123-199 |
|
R2 |
123-259 |
123-259 |
123-192 |
|
R1 |
123-219 |
123-219 |
123-186 |
123-205 |
PP |
123-191 |
123-191 |
123-191 |
123-184 |
S1 |
123-151 |
123-151 |
123-174 |
123-137 |
S2 |
123-123 |
123-123 |
123-168 |
|
S3 |
123-055 |
123-083 |
123-161 |
|
S4 |
122-307 |
123-015 |
123-143 |
|
|
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 |
123-230 |
123-125 |
0-105 |
0.3% |
0-057 |
0.1% |
52% |
True |
False |
325,439 |
10 |
123-230 |
123-070 |
0-160 |
0.4% |
0-064 |
0.2% |
69% |
True |
False |
360,994 |
20 |
123-230 |
122-040 |
1-190 |
1.3% |
0-093 |
0.2% |
90% |
True |
False |
420,899 |
40 |
123-230 |
121-135 |
2-095 |
1.9% |
0-106 |
0.3% |
93% |
True |
False |
479,354 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-091 |
0.2% |
83% |
False |
False |
339,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-199 |
2.618 |
124-088 |
1.618 |
124-020 |
1.000 |
123-298 |
0.618 |
123-272 |
HIGH |
123-230 |
0.618 |
123-204 |
0.500 |
123-196 |
0.382 |
123-188 |
LOW |
123-162 |
0.618 |
123-120 |
1.000 |
123-094 |
1.618 |
123-052 |
2.618 |
122-304 |
4.250 |
122-193 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-196 |
123-182 |
PP |
123-191 |
123-182 |
S1 |
123-185 |
123-181 |
|