ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
124-012 |
124-022 |
0-010 |
0.0% |
123-247 |
High |
124-065 |
124-040 |
-0-025 |
-0.1% |
124-005 |
Low |
124-007 |
123-295 |
-0-032 |
-0.1% |
123-202 |
Close |
124-020 |
124-007 |
-0-013 |
0.0% |
123-300 |
Range |
0-058 |
0-065 |
0-007 |
12.1% |
0-123 |
ATR |
0-081 |
0-079 |
-0-001 |
-1.4% |
0-000 |
Volume |
448,289 |
470,037 |
21,748 |
4.9% |
1,638,281 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-202 |
124-170 |
124-043 |
|
R3 |
124-137 |
124-105 |
124-025 |
|
R2 |
124-072 |
124-072 |
124-019 |
|
R1 |
124-040 |
124-040 |
124-013 |
124-024 |
PP |
124-007 |
124-007 |
124-007 |
123-319 |
S1 |
123-295 |
123-295 |
124-001 |
123-278 |
S2 |
123-262 |
123-262 |
123-315 |
|
S3 |
123-197 |
123-230 |
123-309 |
|
S4 |
123-132 |
123-165 |
123-291 |
|
|
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 |
123-210 |
0-175 |
0.4% |
0-073 |
0.2% |
67% |
False |
False |
385,006 |
10 |
124-065 |
123-202 |
0-183 |
0.5% |
0-068 |
0.2% |
68% |
False |
False |
352,096 |
20 |
124-065 |
123-092 |
0-293 |
0.7% |
0-068 |
0.2% |
80% |
False |
False |
361,367 |
40 |
124-065 |
121-135 |
2-250 |
2.2% |
0-095 |
0.2% |
93% |
False |
False |
431,740 |
60 |
124-065 |
121-135 |
2-250 |
2.2% |
0-097 |
0.2% |
93% |
False |
False |
413,940 |
80 |
124-065 |
121-135 |
2-250 |
2.2% |
0-085 |
0.2% |
93% |
False |
False |
310,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-316 |
2.618 |
124-210 |
1.618 |
124-145 |
1.000 |
124-105 |
0.618 |
124-080 |
HIGH |
124-040 |
0.618 |
124-015 |
0.500 |
124-008 |
0.382 |
124-000 |
LOW |
123-295 |
0.618 |
123-255 |
1.000 |
123-230 |
1.618 |
123-190 |
2.618 |
123-125 |
4.250 |
123-019 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-008 |
124-018 |
PP |
124-007 |
124-015 |
S1 |
124-007 |
124-011 |
|