ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-237 |
123-235 |
-0-002 |
0.0% |
123-172 |
High |
123-275 |
123-260 |
-0-015 |
0.0% |
123-310 |
Low |
123-205 |
123-202 |
-0-003 |
0.0% |
123-102 |
Close |
123-242 |
123-250 |
0-008 |
0.0% |
123-245 |
Range |
0-070 |
0-058 |
-0-012 |
-17.1% |
0-208 |
ATR |
0-085 |
0-083 |
-0-002 |
-2.3% |
0-000 |
Volume |
324,780 |
319,620 |
-5,160 |
-1.6% |
1,946,947 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-091 |
124-069 |
123-282 |
|
R3 |
124-033 |
124-011 |
123-266 |
|
R2 |
123-295 |
123-295 |
123-261 |
|
R1 |
123-273 |
123-273 |
123-255 |
123-284 |
PP |
123-237 |
123-237 |
123-237 |
123-243 |
S1 |
123-215 |
123-215 |
123-245 |
123-226 |
S2 |
123-179 |
123-179 |
123-239 |
|
S3 |
123-121 |
123-157 |
123-234 |
|
S4 |
123-063 |
123-099 |
123-218 |
|
|
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 |
123-202 |
0-108 |
0.3% |
0-063 |
0.2% |
44% |
False |
True |
319,186 |
10 |
123-310 |
123-102 |
0-208 |
0.5% |
0-066 |
0.2% |
71% |
False |
False |
347,364 |
20 |
123-310 |
122-157 |
1-153 |
1.2% |
0-071 |
0.2% |
87% |
False |
False |
374,794 |
40 |
123-310 |
121-135 |
2-175 |
2.1% |
0-102 |
0.3% |
93% |
False |
False |
447,149 |
60 |
123-310 |
121-135 |
2-175 |
2.1% |
0-095 |
0.2% |
93% |
False |
False |
381,960 |
80 |
124-000 |
121-135 |
2-185 |
2.1% |
0-082 |
0.2% |
92% |
False |
False |
286,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-186 |
2.618 |
124-092 |
1.618 |
124-034 |
1.000 |
123-318 |
0.618 |
123-296 |
HIGH |
123-260 |
0.618 |
123-238 |
0.500 |
123-231 |
0.382 |
123-224 |
LOW |
123-202 |
0.618 |
123-166 |
1.000 |
123-144 |
1.618 |
123-108 |
2.618 |
123-050 |
4.250 |
122-276 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-244 |
123-246 |
PP |
123-237 |
123-243 |
S1 |
123-231 |
123-240 |
|