ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-210 |
123-167 |
-0-043 |
-0.1% |
123-160 |
High |
123-230 |
123-195 |
-0-035 |
-0.1% |
123-205 |
Low |
123-162 |
123-102 |
-0-060 |
-0.2% |
123-120 |
Close |
123-180 |
123-187 |
0-007 |
0.0% |
123-167 |
Range |
0-068 |
0-093 |
0-025 |
36.8% |
0-085 |
ATR |
0-093 |
0-093 |
0-000 |
0.0% |
0-000 |
Volume |
336,527 |
538,429 |
201,902 |
60.0% |
1,762,213 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-120 |
124-087 |
123-238 |
|
R3 |
124-027 |
123-314 |
123-213 |
|
R2 |
123-254 |
123-254 |
123-204 |
|
R1 |
123-221 |
123-221 |
123-196 |
123-238 |
PP |
123-161 |
123-161 |
123-161 |
123-170 |
S1 |
123-128 |
123-128 |
123-178 |
123-144 |
S2 |
123-068 |
123-068 |
123-170 |
|
S3 |
122-295 |
123-035 |
123-161 |
|
S4 |
122-202 |
122-262 |
123-136 |
|
|
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 |
123-102 |
0-128 |
0.3% |
0-065 |
0.2% |
66% |
False |
True |
367,658 |
10 |
123-230 |
123-075 |
0-155 |
0.4% |
0-066 |
0.2% |
72% |
False |
False |
369,908 |
20 |
123-230 |
122-047 |
1-183 |
1.3% |
0-091 |
0.2% |
91% |
False |
False |
425,215 |
40 |
123-230 |
121-135 |
2-095 |
1.9% |
0-107 |
0.3% |
94% |
False |
False |
473,857 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-092 |
0.2% |
84% |
False |
False |
348,603 |
80 |
124-000 |
121-135 |
2-185 |
2.1% |
0-079 |
0.2% |
84% |
False |
False |
261,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-270 |
2.618 |
124-118 |
1.618 |
124-025 |
1.000 |
123-288 |
0.618 |
123-252 |
HIGH |
123-195 |
0.618 |
123-159 |
0.500 |
123-148 |
0.382 |
123-138 |
LOW |
123-102 |
0.618 |
123-045 |
1.000 |
123-009 |
1.618 |
122-272 |
2.618 |
122-179 |
4.250 |
122-027 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-174 |
123-180 |
PP |
123-161 |
123-173 |
S1 |
123-148 |
123-166 |
|