ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
124-060 |
124-032 |
-0-028 |
-0.1% |
123-312 |
High |
124-072 |
124-057 |
-0-015 |
0.0% |
124-065 |
Low |
123-312 |
123-315 |
0-003 |
0.0% |
123-292 |
Close |
124-035 |
124-032 |
-0-003 |
0.0% |
124-042 |
Range |
0-080 |
0-062 |
-0-018 |
-22.5% |
0-093 |
ATR |
0-076 |
0-075 |
-0-001 |
-1.3% |
0-000 |
Volume |
490,903 |
481,891 |
-9,012 |
-1.8% |
1,806,026 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-214 |
124-185 |
124-066 |
|
R3 |
124-152 |
124-123 |
124-049 |
|
R2 |
124-090 |
124-090 |
124-043 |
|
R1 |
124-061 |
124-061 |
124-038 |
124-063 |
PP |
124-028 |
124-028 |
124-028 |
124-029 |
S1 |
123-319 |
123-319 |
124-026 |
124-001 |
S2 |
123-286 |
123-286 |
124-021 |
|
S3 |
123-224 |
123-257 |
124-015 |
|
S4 |
123-162 |
123-195 |
123-318 |
|
|
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 |
123-312 |
0-108 |
0.3% |
0-060 |
0.2% |
37% |
False |
False |
417,166 |
10 |
124-100 |
123-210 |
0-210 |
0.5% |
0-067 |
0.2% |
68% |
False |
False |
401,086 |
20 |
124-100 |
123-102 |
0-318 |
0.8% |
0-066 |
0.2% |
79% |
False |
False |
374,225 |
40 |
124-100 |
121-245 |
2-175 |
2.1% |
0-084 |
0.2% |
92% |
False |
False |
406,307 |
60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-094 |
0.2% |
93% |
False |
False |
447,881 |
80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-087 |
0.2% |
93% |
False |
False |
336,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-000 |
2.618 |
124-219 |
1.618 |
124-157 |
1.000 |
124-119 |
0.618 |
124-095 |
HIGH |
124-057 |
0.618 |
124-033 |
0.500 |
124-026 |
0.382 |
124-019 |
LOW |
123-315 |
0.618 |
123-277 |
1.000 |
123-253 |
1.618 |
123-215 |
2.618 |
123-153 |
4.250 |
123-052 |
|
|
Fisher Pivots for day following 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-030 |
124-046 |
PP |
124-028 |
124-041 |
S1 |
124-026 |
124-037 |
|