ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 18-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
Open |
124-032 |
124-030 |
-0-002 |
0.0% |
124-040 |
High |
124-057 |
124-052 |
-0-005 |
0.0% |
124-100 |
Low |
123-315 |
123-312 |
-0-003 |
0.0% |
123-312 |
Close |
124-032 |
124-027 |
-0-005 |
0.0% |
124-027 |
Range |
0-062 |
0-060 |
-0-002 |
-3.2% |
0-108 |
ATR |
0-075 |
0-074 |
-0-001 |
-1.4% |
0-000 |
Volume |
481,891 |
409,907 |
-71,984 |
-14.9% |
2,215,606 |
|
Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-204 |
124-175 |
124-060 |
|
R3 |
124-144 |
124-115 |
124-044 |
|
R2 |
124-084 |
124-084 |
124-038 |
|
R1 |
124-055 |
124-055 |
124-032 |
124-040 |
PP |
124-024 |
124-024 |
124-024 |
124-016 |
S1 |
123-315 |
123-315 |
124-022 |
123-300 |
S2 |
123-284 |
123-284 |
124-016 |
|
S3 |
123-224 |
123-255 |
124-010 |
|
S4 |
123-164 |
123-195 |
123-314 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-044 |
124-303 |
124-086 |
|
R3 |
124-256 |
124-195 |
124-057 |
|
R2 |
124-148 |
124-148 |
124-047 |
|
R1 |
124-087 |
124-087 |
124-037 |
124-064 |
PP |
124-040 |
124-040 |
124-040 |
124-028 |
S1 |
123-299 |
123-299 |
124-017 |
123-276 |
S2 |
123-252 |
123-252 |
124-007 |
|
S3 |
123-144 |
123-191 |
123-317 |
|
S4 |
123-036 |
123-083 |
123-288 |
|
|
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% |
0-064 |
0.2% |
32% |
False |
True |
443,121 |
10 |
124-100 |
123-292 |
0-128 |
0.3% |
0-061 |
0.2% |
43% |
False |
False |
402,163 |
20 |
124-100 |
123-102 |
0-318 |
0.8% |
0-067 |
0.2% |
77% |
False |
False |
380,343 |
40 |
124-100 |
121-285 |
2-135 |
2.0% |
0-082 |
0.2% |
91% |
False |
False |
403,698 |
60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-094 |
0.2% |
92% |
False |
False |
453,375 |
80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-085 |
0.2% |
92% |
False |
False |
341,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-307 |
2.618 |
124-209 |
1.618 |
124-149 |
1.000 |
124-112 |
0.618 |
124-089 |
HIGH |
124-052 |
0.618 |
124-029 |
0.500 |
124-022 |
0.382 |
124-015 |
LOW |
123-312 |
0.618 |
123-275 |
1.000 |
123-252 |
1.618 |
123-215 |
2.618 |
123-155 |
4.250 |
123-057 |
|
|
Fisher Pivots for day following 18-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-025 |
124-032 |
PP |
124-024 |
124-030 |
S1 |
124-022 |
124-029 |
|