ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 26-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-167 |
123-187 |
0-020 |
0.1% |
123-160 |
High |
123-195 |
123-250 |
0-055 |
0.1% |
123-205 |
Low |
123-102 |
123-175 |
0-073 |
0.2% |
123-120 |
Close |
123-187 |
123-225 |
0-038 |
0.1% |
123-167 |
Range |
0-093 |
0-075 |
-0-018 |
-19.4% |
0-085 |
ATR |
0-093 |
0-092 |
-0-001 |
-1.4% |
0-000 |
Volume |
538,429 |
415,032 |
-123,397 |
-22.9% |
1,762,213 |
|
Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-122 |
124-088 |
123-266 |
|
R3 |
124-047 |
124-013 |
123-246 |
|
R2 |
123-292 |
123-292 |
123-239 |
|
R1 |
123-258 |
123-258 |
123-232 |
123-275 |
PP |
123-217 |
123-217 |
123-217 |
123-225 |
S1 |
123-183 |
123-183 |
123-218 |
123-200 |
S2 |
123-142 |
123-142 |
123-211 |
|
S3 |
123-067 |
123-108 |
123-204 |
|
S4 |
122-312 |
123-033 |
123-184 |
|
|
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 |
123-250 |
123-102 |
0-148 |
0.4% |
0-069 |
0.2% |
83% |
True |
False |
375,542 |
10 |
123-250 |
123-092 |
0-158 |
0.4% |
0-067 |
0.2% |
84% |
True |
False |
370,638 |
20 |
123-250 |
122-047 |
1-203 |
1.3% |
0-091 |
0.2% |
95% |
True |
False |
420,946 |
40 |
123-250 |
121-135 |
2-115 |
1.9% |
0-106 |
0.3% |
97% |
True |
False |
465,420 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-093 |
0.2% |
88% |
False |
False |
355,510 |
80 |
124-000 |
121-135 |
2-185 |
2.1% |
0-080 |
0.2% |
88% |
False |
False |
266,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-249 |
2.618 |
124-126 |
1.618 |
124-051 |
1.000 |
124-005 |
0.618 |
123-296 |
HIGH |
123-250 |
0.618 |
123-221 |
0.500 |
123-212 |
0.382 |
123-204 |
LOW |
123-175 |
0.618 |
123-129 |
1.000 |
123-100 |
1.618 |
123-054 |
2.618 |
122-299 |
4.250 |
122-176 |
|
|
Fisher Pivots for day following 26-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-221 |
123-209 |
PP |
123-217 |
123-192 |
S1 |
123-212 |
123-176 |
|