ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-312 |
123-305 |
-0-007 |
0.0% |
123-247 |
High |
124-032 |
124-045 |
0-013 |
0.0% |
124-005 |
Low |
123-297 |
123-292 |
-0-005 |
0.0% |
123-202 |
Close |
123-302 |
124-017 |
0-035 |
0.1% |
123-300 |
Range |
0-055 |
0-073 |
0-018 |
32.7% |
0-123 |
ATR |
0-083 |
0-082 |
-0-001 |
-0.9% |
0-000 |
Volume |
216,981 |
390,586 |
173,605 |
80.0% |
1,638,281 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-230 |
124-197 |
124-057 |
|
R3 |
124-157 |
124-124 |
124-037 |
|
R2 |
124-084 |
124-084 |
124-030 |
|
R1 |
124-051 |
124-051 |
124-024 |
124-068 |
PP |
124-011 |
124-011 |
124-011 |
124-020 |
S1 |
123-298 |
123-298 |
124-010 |
123-314 |
S2 |
123-258 |
123-258 |
124-004 |
|
S3 |
123-185 |
123-225 |
123-317 |
|
S4 |
123-112 |
123-152 |
123-297 |
|
|
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 |
124-045 |
123-202 |
0-163 |
0.4% |
0-074 |
0.2% |
83% |
True |
False |
330,221 |
10 |
124-045 |
123-102 |
0-263 |
0.7% |
0-073 |
0.2% |
89% |
True |
False |
355,609 |
20 |
124-045 |
123-070 |
0-295 |
0.7% |
0-068 |
0.2% |
91% |
True |
False |
358,302 |
40 |
124-045 |
121-135 |
2-230 |
2.2% |
0-101 |
0.3% |
97% |
True |
False |
442,979 |
60 |
124-045 |
121-135 |
2-230 |
2.2% |
0-096 |
0.2% |
97% |
True |
False |
398,663 |
80 |
124-045 |
121-135 |
2-230 |
2.2% |
0-084 |
0.2% |
97% |
True |
False |
299,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-035 |
2.618 |
124-236 |
1.618 |
124-163 |
1.000 |
124-118 |
0.618 |
124-090 |
HIGH |
124-045 |
0.618 |
124-017 |
0.500 |
124-008 |
0.382 |
124-000 |
LOW |
123-292 |
0.618 |
123-247 |
1.000 |
123-219 |
1.618 |
123-174 |
2.618 |
123-101 |
4.250 |
122-302 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-014 |
124-000 |
PP |
124-011 |
123-304 |
S1 |
124-008 |
123-288 |
|