ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-305 |
124-012 |
0-027 |
0.1% |
123-247 |
High |
124-045 |
124-065 |
0-020 |
0.1% |
124-005 |
Low |
123-292 |
124-007 |
0-035 |
0.1% |
123-202 |
Close |
124-017 |
124-020 |
0-003 |
0.0% |
123-300 |
Range |
0-073 |
0-058 |
-0-015 |
-20.5% |
0-123 |
ATR |
0-082 |
0-081 |
-0-002 |
-2.1% |
0-000 |
Volume |
390,586 |
448,289 |
57,703 |
14.8% |
1,638,281 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-205 |
124-170 |
124-052 |
|
R3 |
124-147 |
124-112 |
124-036 |
|
R2 |
124-089 |
124-089 |
124-031 |
|
R1 |
124-054 |
124-054 |
124-025 |
124-072 |
PP |
124-031 |
124-031 |
124-031 |
124-039 |
S1 |
123-316 |
123-316 |
124-015 |
124-014 |
S2 |
123-293 |
123-293 |
124-009 |
|
S3 |
123-235 |
123-258 |
124-004 |
|
S4 |
123-177 |
123-200 |
123-308 |
|
|
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 |
124-065 |
123-202 |
0-183 |
0.5% |
0-072 |
0.2% |
75% |
True |
False |
354,923 |
10 |
124-065 |
123-175 |
0-210 |
0.5% |
0-069 |
0.2% |
79% |
True |
False |
346,595 |
20 |
124-065 |
123-075 |
0-310 |
0.8% |
0-067 |
0.2% |
85% |
True |
False |
358,251 |
40 |
124-065 |
121-135 |
2-250 |
2.2% |
0-100 |
0.3% |
95% |
True |
False |
440,946 |
60 |
124-065 |
121-135 |
2-250 |
2.2% |
0-096 |
0.2% |
95% |
True |
False |
406,117 |
80 |
124-065 |
121-135 |
2-250 |
2.2% |
0-085 |
0.2% |
95% |
True |
False |
304,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-312 |
2.618 |
124-217 |
1.618 |
124-159 |
1.000 |
124-123 |
0.618 |
124-101 |
HIGH |
124-065 |
0.618 |
124-043 |
0.500 |
124-036 |
0.382 |
124-029 |
LOW |
124-007 |
0.618 |
123-291 |
1.000 |
123-269 |
1.618 |
123-233 |
2.618 |
123-175 |
4.250 |
123-080 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-036 |
124-020 |
PP |
124-031 |
124-019 |
S1 |
124-025 |
124-018 |
|