ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-245 |
123-312 |
0-067 |
0.2% |
123-247 |
High |
124-005 |
124-032 |
0-027 |
0.1% |
124-005 |
Low |
123-210 |
123-297 |
0-087 |
0.2% |
123-202 |
Close |
123-300 |
123-302 |
0-002 |
0.0% |
123-300 |
Range |
0-115 |
0-055 |
-0-060 |
-52.2% |
0-123 |
ATR |
0-085 |
0-083 |
-0-002 |
-2.5% |
0-000 |
Volume |
399,139 |
216,981 |
-182,158 |
-45.6% |
1,638,281 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-162 |
124-127 |
124-012 |
|
R3 |
124-107 |
124-072 |
123-317 |
|
R2 |
124-052 |
124-052 |
123-312 |
|
R1 |
124-017 |
124-017 |
123-307 |
124-007 |
PP |
123-317 |
123-317 |
123-317 |
123-312 |
S1 |
123-282 |
123-282 |
123-297 |
123-272 |
S2 |
123-262 |
123-262 |
123-292 |
|
S3 |
123-207 |
123-227 |
123-287 |
|
S4 |
123-152 |
123-172 |
123-272 |
|
|
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 |
124-032 |
123-202 |
0-150 |
0.4% |
0-072 |
0.2% |
67% |
True |
False |
307,044 |
10 |
124-032 |
123-102 |
0-250 |
0.6% |
0-072 |
0.2% |
80% |
True |
False |
350,203 |
20 |
124-032 |
123-032 |
1-000 |
0.8% |
0-071 |
0.2% |
84% |
True |
False |
367,855 |
40 |
124-032 |
121-135 |
2-217 |
2.2% |
0-101 |
0.3% |
94% |
True |
False |
440,472 |
60 |
124-032 |
121-135 |
2-217 |
2.2% |
0-096 |
0.2% |
94% |
True |
False |
392,198 |
80 |
124-032 |
121-135 |
2-217 |
2.2% |
0-084 |
0.2% |
94% |
True |
False |
294,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-266 |
2.618 |
124-176 |
1.618 |
124-121 |
1.000 |
124-087 |
0.618 |
124-066 |
HIGH |
124-032 |
0.618 |
124-011 |
0.500 |
124-004 |
0.382 |
123-318 |
LOW |
123-297 |
0.618 |
123-263 |
1.000 |
123-242 |
1.618 |
123-208 |
2.618 |
123-153 |
4.250 |
123-063 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-004 |
123-294 |
PP |
123-317 |
123-285 |
S1 |
123-310 |
123-277 |
|