ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
124-022 |
124-037 |
0-015 |
0.0% |
123-312 |
| High |
124-040 |
124-060 |
0-020 |
0.1% |
124-065 |
| Low |
123-295 |
124-022 |
0-047 |
0.1% |
123-292 |
| Close |
124-007 |
124-042 |
0-035 |
0.1% |
124-042 |
| Range |
0-065 |
0-038 |
-0-027 |
-41.5% |
0-093 |
| ATR |
0-079 |
0-078 |
-0-002 |
-2.4% |
0-000 |
| Volume |
470,037 |
280,133 |
-189,904 |
-40.4% |
1,806,026 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-155 |
124-137 |
124-063 |
|
| R3 |
124-117 |
124-099 |
124-052 |
|
| R2 |
124-079 |
124-079 |
124-049 |
|
| R1 |
124-061 |
124-061 |
124-045 |
124-070 |
| PP |
124-041 |
124-041 |
124-041 |
124-046 |
| S1 |
124-023 |
124-023 |
124-039 |
124-032 |
| S2 |
124-003 |
124-003 |
124-035 |
|
| S3 |
123-285 |
123-305 |
124-032 |
|
| S4 |
123-247 |
123-267 |
124-021 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-305 |
124-267 |
124-093 |
|
| R3 |
124-212 |
124-174 |
124-068 |
|
| R2 |
124-119 |
124-119 |
124-059 |
|
| R1 |
124-081 |
124-081 |
124-051 |
124-100 |
| PP |
124-026 |
124-026 |
124-026 |
124-036 |
| S1 |
123-308 |
123-308 |
124-033 |
124-007 |
| S2 |
123-253 |
123-253 |
124-025 |
|
| S3 |
123-160 |
123-215 |
124-016 |
|
| S4 |
123-067 |
123-122 |
123-311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-065 |
123-292 |
0-093 |
0.2% |
0-058 |
0.1% |
75% |
False |
False |
361,205 |
| 10 |
124-065 |
123-202 |
0-183 |
0.5% |
0-063 |
0.2% |
87% |
False |
False |
344,430 |
| 20 |
124-065 |
123-102 |
0-283 |
0.7% |
0-065 |
0.2% |
92% |
False |
False |
357,673 |
| 40 |
124-065 |
121-135 |
2-250 |
2.2% |
0-092 |
0.2% |
97% |
False |
False |
417,992 |
| 60 |
124-065 |
121-135 |
2-250 |
2.2% |
0-096 |
0.2% |
97% |
False |
False |
418,587 |
| 80 |
124-065 |
121-135 |
2-250 |
2.2% |
0-085 |
0.2% |
97% |
False |
False |
314,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-222 |
|
2.618 |
124-159 |
|
1.618 |
124-121 |
|
1.000 |
124-098 |
|
0.618 |
124-083 |
|
HIGH |
124-060 |
|
0.618 |
124-045 |
|
0.500 |
124-041 |
|
0.382 |
124-037 |
|
LOW |
124-022 |
|
0.618 |
123-319 |
|
1.000 |
123-304 |
|
1.618 |
123-281 |
|
2.618 |
123-243 |
|
4.250 |
123-180 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-042 |
124-035 |
| PP |
124-041 |
124-027 |
| S1 |
124-041 |
124-020 |
|