ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 01-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-247 |
123-255 |
0-008 |
0.0% |
123-172 |
High |
123-267 |
123-277 |
0-010 |
0.0% |
123-310 |
Low |
123-232 |
123-215 |
-0-017 |
0.0% |
123-102 |
Close |
123-255 |
123-220 |
-0-035 |
-0.1% |
123-245 |
Range |
0-035 |
0-062 |
0-027 |
77.1% |
0-208 |
ATR |
0-088 |
0-086 |
-0-002 |
-2.1% |
0-000 |
Volume |
320,040 |
274,702 |
-45,338 |
-14.2% |
1,946,947 |
|
Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-103 |
124-064 |
123-254 |
|
R3 |
124-041 |
124-002 |
123-237 |
|
R2 |
123-299 |
123-299 |
123-231 |
|
R1 |
123-260 |
123-260 |
123-226 |
123-248 |
PP |
123-237 |
123-237 |
123-237 |
123-232 |
S1 |
123-198 |
123-198 |
123-214 |
123-186 |
S2 |
123-175 |
123-175 |
123-209 |
|
S3 |
123-113 |
123-136 |
123-203 |
|
S4 |
123-051 |
123-074 |
123-186 |
|
|
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% |
0-071 |
0.2% |
57% |
False |
False |
380,998 |
10 |
123-310 |
123-102 |
0-208 |
0.5% |
0-064 |
0.2% |
57% |
False |
False |
353,218 |
20 |
123-310 |
122-047 |
1-263 |
1.5% |
0-082 |
0.2% |
85% |
False |
False |
397,699 |
40 |
123-310 |
121-135 |
2-175 |
2.1% |
0-103 |
0.3% |
89% |
False |
False |
451,875 |
60 |
123-310 |
121-135 |
2-175 |
2.1% |
0-094 |
0.2% |
89% |
False |
False |
371,278 |
80 |
124-000 |
121-135 |
2-185 |
2.1% |
0-081 |
0.2% |
88% |
False |
False |
278,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-220 |
2.618 |
124-119 |
1.618 |
124-057 |
1.000 |
124-019 |
0.618 |
123-315 |
HIGH |
123-277 |
0.618 |
123-253 |
0.500 |
123-246 |
0.382 |
123-239 |
LOW |
123-215 |
0.618 |
123-177 |
1.000 |
123-153 |
1.618 |
123-115 |
2.618 |
123-053 |
4.250 |
122-272 |
|
|
Fisher Pivots for day following 01-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-246 |
123-262 |
PP |
123-237 |
123-248 |
S1 |
123-229 |
123-234 |
|