ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-187 |
123-245 |
0-058 |
0.1% |
123-172 |
High |
123-250 |
123-310 |
0-060 |
0.2% |
123-310 |
Low |
123-175 |
123-220 |
0-045 |
0.1% |
123-102 |
Close |
123-225 |
123-245 |
0-020 |
0.1% |
123-245 |
Range |
0-075 |
0-090 |
0-015 |
20.0% |
0-208 |
ATR |
0-092 |
0-092 |
0-000 |
-0.2% |
0-000 |
Volume |
415,032 |
356,788 |
-58,244 |
-14.0% |
1,946,947 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-208 |
124-157 |
123-294 |
|
R3 |
124-118 |
124-067 |
123-270 |
|
R2 |
124-028 |
124-028 |
123-262 |
|
R1 |
123-297 |
123-297 |
123-253 |
123-290 |
PP |
123-258 |
123-258 |
123-258 |
123-255 |
S1 |
123-207 |
123-207 |
123-237 |
123-200 |
S2 |
123-168 |
123-168 |
123-228 |
|
S3 |
123-078 |
123-117 |
123-220 |
|
S4 |
122-308 |
123-027 |
123-196 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-203 |
125-112 |
124-039 |
|
R3 |
124-315 |
124-224 |
123-302 |
|
R2 |
124-107 |
124-107 |
123-283 |
|
R1 |
124-016 |
124-016 |
123-264 |
124-062 |
PP |
123-219 |
123-219 |
123-219 |
123-242 |
S1 |
123-128 |
123-128 |
123-226 |
123-174 |
S2 |
123-011 |
123-011 |
123-207 |
|
S3 |
122-123 |
122-240 |
123-188 |
|
S4 |
121-235 |
122-032 |
123-131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-310 |
123-102 |
0-208 |
0.5% |
0-077 |
0.2% |
69% |
True |
False |
389,389 |
10 |
123-310 |
123-102 |
0-208 |
0.5% |
0-068 |
0.2% |
69% |
True |
False |
370,916 |
20 |
123-310 |
122-047 |
1-263 |
1.5% |
0-091 |
0.2% |
89% |
True |
False |
414,873 |
40 |
123-310 |
121-135 |
2-175 |
2.1% |
0-106 |
0.3% |
92% |
True |
False |
458,254 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-095 |
0.2% |
91% |
False |
False |
361,430 |
80 |
124-000 |
121-135 |
2-185 |
2.1% |
0-081 |
0.2% |
91% |
False |
False |
271,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-052 |
2.618 |
124-226 |
1.618 |
124-136 |
1.000 |
124-080 |
0.618 |
124-046 |
HIGH |
123-310 |
0.618 |
123-276 |
0.500 |
123-265 |
0.382 |
123-254 |
LOW |
123-220 |
0.618 |
123-164 |
1.000 |
123-130 |
1.618 |
123-074 |
2.618 |
122-304 |
4.250 |
122-158 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-265 |
123-232 |
PP |
123-258 |
123-219 |
S1 |
123-252 |
123-206 |
|