ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
124-002 |
124-020 |
0-018 |
0.0% |
124-040 |
High |
124-035 |
124-025 |
-0-010 |
0.0% |
124-100 |
Low |
123-282 |
123-280 |
-0-002 |
0.0% |
123-312 |
Close |
124-027 |
123-300 |
-0-047 |
-0.1% |
124-027 |
Range |
0-073 |
0-065 |
-0-008 |
-11.0% |
0-108 |
ATR |
0-073 |
0-073 |
0-000 |
-0.6% |
0-000 |
Volume |
360,667 |
472,767 |
112,100 |
31.1% |
2,215,606 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-183 |
124-147 |
124-016 |
|
R3 |
124-118 |
124-082 |
123-318 |
|
R2 |
124-053 |
124-053 |
123-312 |
|
R1 |
124-017 |
124-017 |
123-306 |
124-002 |
PP |
123-308 |
123-308 |
123-308 |
123-301 |
S1 |
123-272 |
123-272 |
123-294 |
123-258 |
S2 |
123-243 |
123-243 |
123-288 |
|
S3 |
123-178 |
123-207 |
123-282 |
|
S4 |
123-113 |
123-142 |
123-264 |
|
|
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 |
124-072 |
123-280 |
0-112 |
0.3% |
0-068 |
0.2% |
18% |
False |
True |
443,227 |
10 |
124-100 |
123-280 |
0-140 |
0.4% |
0-062 |
0.2% |
14% |
False |
True |
424,749 |
20 |
124-100 |
123-102 |
0-318 |
0.8% |
0-067 |
0.2% |
62% |
False |
False |
390,179 |
40 |
124-100 |
122-040 |
2-060 |
1.8% |
0-080 |
0.2% |
83% |
False |
False |
405,539 |
60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-093 |
0.2% |
87% |
False |
False |
449,629 |
80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-085 |
0.2% |
87% |
False |
False |
352,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-301 |
2.618 |
124-195 |
1.618 |
124-130 |
1.000 |
124-090 |
0.618 |
124-065 |
HIGH |
124-025 |
0.618 |
124-000 |
0.500 |
123-312 |
0.382 |
123-305 |
LOW |
123-280 |
0.618 |
123-240 |
1.000 |
123-215 |
1.618 |
123-175 |
2.618 |
123-110 |
4.250 |
123-004 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-312 |
124-006 |
PP |
123-308 |
123-317 |
S1 |
123-304 |
123-309 |
|