ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
124-037 |
124-040 |
0-003 |
0.0% |
123-312 |
| High |
124-060 |
124-100 |
0-040 |
0.1% |
124-065 |
| Low |
124-022 |
124-040 |
0-018 |
0.0% |
123-292 |
| Close |
124-042 |
124-075 |
0-033 |
0.1% |
124-042 |
| Range |
0-038 |
0-060 |
0-022 |
57.9% |
0-093 |
| ATR |
0-078 |
0-076 |
-0-001 |
-1.6% |
0-000 |
| Volume |
280,133 |
386,547 |
106,414 |
38.0% |
1,806,026 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-252 |
124-223 |
124-108 |
|
| R3 |
124-192 |
124-163 |
124-092 |
|
| R2 |
124-132 |
124-132 |
124-086 |
|
| R1 |
124-103 |
124-103 |
124-080 |
124-118 |
| PP |
124-072 |
124-072 |
124-072 |
124-079 |
| S1 |
124-043 |
124-043 |
124-070 |
124-058 |
| S2 |
124-012 |
124-012 |
124-064 |
|
| S3 |
123-272 |
123-303 |
124-058 |
|
| S4 |
123-212 |
123-243 |
124-042 |
|
|
| 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 |
124-100 |
123-292 |
0-128 |
0.3% |
0-059 |
0.1% |
80% |
True |
False |
395,118 |
| 10 |
124-100 |
123-202 |
0-218 |
0.5% |
0-065 |
0.2% |
89% |
True |
False |
351,081 |
| 20 |
124-100 |
123-102 |
0-318 |
0.8% |
0-065 |
0.2% |
92% |
True |
False |
358,903 |
| 40 |
124-100 |
121-135 |
2-285 |
2.3% |
0-090 |
0.2% |
97% |
True |
False |
413,750 |
| 60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-095 |
0.2% |
97% |
True |
False |
425,008 |
| 80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-086 |
0.2% |
97% |
True |
False |
319,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-035 |
|
2.618 |
124-257 |
|
1.618 |
124-197 |
|
1.000 |
124-160 |
|
0.618 |
124-137 |
|
HIGH |
124-100 |
|
0.618 |
124-077 |
|
0.500 |
124-070 |
|
0.382 |
124-063 |
|
LOW |
124-040 |
|
0.618 |
124-003 |
|
1.000 |
123-300 |
|
1.618 |
123-263 |
|
2.618 |
123-203 |
|
4.250 |
123-105 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-073 |
124-062 |
| PP |
124-072 |
124-050 |
| S1 |
124-070 |
124-038 |
|