ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 02-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-255 |
123-237 |
-0-018 |
0.0% |
123-172 |
High |
123-277 |
123-275 |
-0-002 |
0.0% |
123-310 |
Low |
123-215 |
123-205 |
-0-010 |
0.0% |
123-102 |
Close |
123-220 |
123-242 |
0-022 |
0.1% |
123-245 |
Range |
0-062 |
0-070 |
0-008 |
12.9% |
0-208 |
ATR |
0-086 |
0-085 |
-0-001 |
-1.3% |
0-000 |
Volume |
274,702 |
324,780 |
50,078 |
18.2% |
1,946,947 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-131 |
124-096 |
123-280 |
|
R3 |
124-061 |
124-026 |
123-261 |
|
R2 |
123-311 |
123-311 |
123-255 |
|
R1 |
123-276 |
123-276 |
123-248 |
123-294 |
PP |
123-241 |
123-241 |
123-241 |
123-249 |
S1 |
123-206 |
123-206 |
123-236 |
123-224 |
S2 |
123-171 |
123-171 |
123-229 |
|
S3 |
123-101 |
123-136 |
123-223 |
|
S4 |
123-031 |
123-066 |
123-204 |
|
|
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 |
123-175 |
0-135 |
0.3% |
0-066 |
0.2% |
50% |
False |
False |
338,268 |
10 |
123-310 |
123-102 |
0-208 |
0.5% |
0-066 |
0.2% |
67% |
False |
False |
352,963 |
20 |
123-310 |
122-047 |
1-263 |
1.5% |
0-075 |
0.2% |
88% |
False |
False |
387,214 |
40 |
123-310 |
121-135 |
2-175 |
2.1% |
0-102 |
0.3% |
92% |
False |
False |
448,507 |
60 |
123-310 |
121-135 |
2-175 |
2.1% |
0-095 |
0.2% |
92% |
False |
False |
376,655 |
80 |
124-000 |
121-135 |
2-185 |
2.1% |
0-081 |
0.2% |
91% |
False |
False |
282,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-252 |
2.618 |
124-138 |
1.618 |
124-068 |
1.000 |
124-025 |
0.618 |
123-318 |
HIGH |
123-275 |
0.618 |
123-248 |
0.500 |
123-240 |
0.382 |
123-232 |
LOW |
123-205 |
0.618 |
123-162 |
1.000 |
123-135 |
1.618 |
123-092 |
2.618 |
123-022 |
4.250 |
122-228 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-241 |
123-242 |
PP |
123-241 |
123-241 |
S1 |
123-240 |
123-241 |
|