ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 04-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-235 |
123-245 |
0-010 |
0.0% |
123-247 |
High |
123-260 |
124-005 |
0-065 |
0.2% |
124-005 |
Low |
123-202 |
123-210 |
0-008 |
0.0% |
123-202 |
Close |
123-250 |
123-300 |
0-050 |
0.1% |
123-300 |
Range |
0-058 |
0-115 |
0-057 |
98.3% |
0-123 |
ATR |
0-083 |
0-085 |
0-002 |
2.8% |
0-000 |
Volume |
319,620 |
399,139 |
79,519 |
24.9% |
1,638,281 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-303 |
124-257 |
124-043 |
|
R3 |
124-188 |
124-142 |
124-012 |
|
R2 |
124-073 |
124-073 |
124-001 |
|
R1 |
124-027 |
124-027 |
123-311 |
124-050 |
PP |
123-278 |
123-278 |
123-278 |
123-290 |
S1 |
123-232 |
123-232 |
123-289 |
123-255 |
S2 |
123-163 |
123-163 |
123-279 |
|
S3 |
123-048 |
123-117 |
123-268 |
|
S4 |
122-253 |
123-002 |
123-237 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-005 |
124-275 |
124-048 |
|
R3 |
124-202 |
124-152 |
124-014 |
|
R2 |
124-079 |
124-079 |
124-003 |
|
R1 |
124-029 |
124-029 |
123-311 |
124-054 |
PP |
123-276 |
123-276 |
123-276 |
123-288 |
S1 |
123-226 |
123-226 |
123-289 |
123-251 |
S2 |
123-153 |
123-153 |
123-277 |
|
S3 |
123-030 |
123-103 |
123-266 |
|
S4 |
122-227 |
122-300 |
123-232 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-005 |
123-202 |
0-123 |
0.3% |
0-068 |
0.2% |
80% |
True |
False |
327,656 |
10 |
124-005 |
123-102 |
0-223 |
0.6% |
0-073 |
0.2% |
89% |
True |
False |
358,522 |
20 |
124-005 |
123-032 |
0-293 |
0.7% |
0-071 |
0.2% |
91% |
True |
False |
372,579 |
40 |
124-005 |
121-135 |
2-190 |
2.1% |
0-103 |
0.3% |
97% |
True |
False |
447,275 |
60 |
124-005 |
121-135 |
2-190 |
2.1% |
0-096 |
0.2% |
97% |
True |
False |
388,587 |
80 |
124-005 |
121-135 |
2-190 |
2.1% |
0-083 |
0.2% |
97% |
True |
False |
291,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-174 |
2.618 |
124-306 |
1.618 |
124-191 |
1.000 |
124-120 |
0.618 |
124-076 |
HIGH |
124-005 |
0.618 |
123-281 |
0.500 |
123-268 |
0.382 |
123-254 |
LOW |
123-210 |
0.618 |
123-139 |
1.000 |
123-095 |
1.618 |
123-024 |
2.618 |
122-229 |
4.250 |
122-041 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-289 |
123-288 |
PP |
123-278 |
123-276 |
S1 |
123-268 |
123-264 |
|