ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 30-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-245 |
123-247 |
0-002 |
0.0% |
123-172 |
High |
123-310 |
123-267 |
-0-043 |
-0.1% |
123-310 |
Low |
123-220 |
123-232 |
0-012 |
0.0% |
123-102 |
Close |
123-245 |
123-255 |
0-010 |
0.0% |
123-245 |
Range |
0-090 |
0-035 |
-0-055 |
-61.1% |
0-208 |
ATR |
0-092 |
0-088 |
-0-004 |
-4.4% |
0-000 |
Volume |
356,788 |
320,040 |
-36,748 |
-10.3% |
1,946,947 |
|
Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-036 |
124-021 |
123-274 |
|
R3 |
124-001 |
123-306 |
123-265 |
|
R2 |
123-286 |
123-286 |
123-261 |
|
R1 |
123-271 |
123-271 |
123-258 |
123-278 |
PP |
123-251 |
123-251 |
123-251 |
123-255 |
S1 |
123-236 |
123-236 |
123-252 |
123-244 |
S2 |
123-216 |
123-216 |
123-249 |
|
S3 |
123-181 |
123-201 |
123-245 |
|
S4 |
123-146 |
123-166 |
123-236 |
|
|
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% |
0-072 |
0.2% |
74% |
False |
False |
393,363 |
10 |
123-310 |
123-102 |
0-208 |
0.5% |
0-064 |
0.2% |
74% |
False |
False |
366,725 |
20 |
123-310 |
122-047 |
1-263 |
1.5% |
0-086 |
0.2% |
91% |
False |
False |
404,962 |
40 |
123-310 |
121-135 |
2-175 |
2.1% |
0-104 |
0.3% |
93% |
False |
False |
455,033 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-096 |
0.2% |
92% |
False |
False |
366,758 |
80 |
124-000 |
121-135 |
2-185 |
2.1% |
0-081 |
0.2% |
92% |
False |
False |
275,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-096 |
2.618 |
124-039 |
1.618 |
124-004 |
1.000 |
123-302 |
0.618 |
123-289 |
HIGH |
123-267 |
0.618 |
123-254 |
0.500 |
123-250 |
0.382 |
123-245 |
LOW |
123-232 |
0.618 |
123-210 |
1.000 |
123-197 |
1.618 |
123-175 |
2.618 |
123-140 |
4.250 |
123-083 |
|
|
Fisher Pivots for day following 30-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-253 |
123-251 |
PP |
123-251 |
123-247 |
S1 |
123-250 |
123-242 |
|