ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
124-040 |
124-087 |
0-047 |
0.1% |
123-312 |
| High |
124-100 |
124-100 |
0-000 |
0.0% |
124-065 |
| Low |
124-040 |
124-040 |
0-000 |
0.0% |
123-292 |
| Close |
124-075 |
124-047 |
-0-028 |
-0.1% |
124-042 |
| Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-093 |
| ATR |
0-076 |
0-075 |
-0-001 |
-1.5% |
0-000 |
| Volume |
386,547 |
446,358 |
59,811 |
15.5% |
1,806,026 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-242 |
124-205 |
124-080 |
|
| R3 |
124-182 |
124-145 |
124-064 |
|
| R2 |
124-122 |
124-122 |
124-058 |
|
| R1 |
124-085 |
124-085 |
124-052 |
124-074 |
| PP |
124-062 |
124-062 |
124-062 |
124-057 |
| S1 |
124-025 |
124-025 |
124-042 |
124-014 |
| S2 |
124-002 |
124-002 |
124-036 |
|
| S3 |
123-262 |
123-285 |
124-030 |
|
| S4 |
123-202 |
123-225 |
124-014 |
|
|
| 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 |
123-295 |
0-125 |
0.3% |
0-056 |
0.1% |
58% |
True |
False |
406,272 |
| 10 |
124-100 |
123-202 |
0-218 |
0.5% |
0-065 |
0.2% |
76% |
True |
False |
368,247 |
| 20 |
124-100 |
123-102 |
0-318 |
0.8% |
0-065 |
0.2% |
83% |
True |
False |
360,732 |
| 40 |
124-100 |
121-135 |
2-285 |
2.3% |
0-086 |
0.2% |
94% |
True |
False |
409,542 |
| 60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-094 |
0.2% |
94% |
True |
False |
432,396 |
| 80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-087 |
0.2% |
94% |
True |
False |
324,587 |
|
|
|
| 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 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-070 |
124-061 |
| PP |
124-062 |
124-056 |
| S1 |
124-055 |
124-052 |
|