ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 21-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
Open |
124-030 |
124-002 |
-0-028 |
-0.1% |
124-040 |
High |
124-052 |
124-035 |
-0-017 |
0.0% |
124-100 |
Low |
123-312 |
123-282 |
-0-030 |
-0.1% |
123-312 |
Close |
124-027 |
124-027 |
0-000 |
0.0% |
124-027 |
Range |
0-060 |
0-073 |
0-013 |
21.7% |
0-108 |
ATR |
0-074 |
0-073 |
0-000 |
0.0% |
0-000 |
Volume |
409,907 |
360,667 |
-49,240 |
-12.0% |
2,215,606 |
|
Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-227 |
124-200 |
124-067 |
|
R3 |
124-154 |
124-127 |
124-047 |
|
R2 |
124-081 |
124-081 |
124-040 |
|
R1 |
124-054 |
124-054 |
124-034 |
124-068 |
PP |
124-008 |
124-008 |
124-008 |
124-015 |
S1 |
123-301 |
123-301 |
124-020 |
123-314 |
S2 |
123-255 |
123-255 |
124-014 |
|
S3 |
123-182 |
123-228 |
124-007 |
|
S4 |
123-109 |
123-155 |
123-307 |
|
|
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 |
123-282 |
0-138 |
0.3% |
0-067 |
0.2% |
47% |
False |
True |
437,945 |
10 |
124-100 |
123-282 |
0-138 |
0.3% |
0-063 |
0.2% |
47% |
False |
True |
416,531 |
20 |
124-100 |
123-102 |
0-318 |
0.8% |
0-068 |
0.2% |
77% |
False |
False |
383,367 |
40 |
124-100 |
121-292 |
2-128 |
1.9% |
0-081 |
0.2% |
90% |
False |
False |
403,369 |
60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-094 |
0.2% |
92% |
False |
False |
453,731 |
80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-085 |
0.2% |
92% |
False |
False |
346,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-025 |
2.618 |
124-226 |
1.618 |
124-153 |
1.000 |
124-108 |
0.618 |
124-080 |
HIGH |
124-035 |
0.618 |
124-007 |
0.500 |
123-318 |
0.382 |
123-310 |
LOW |
123-282 |
0.618 |
123-237 |
1.000 |
123-209 |
1.618 |
123-164 |
2.618 |
123-091 |
4.250 |
122-292 |
|
|
Fisher Pivots for day following 21-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-018 |
124-021 |
PP |
124-008 |
124-015 |
S1 |
123-318 |
124-010 |
|