ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 23-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
Open |
124-020 |
124-000 |
-0-020 |
-0.1% |
124-040 |
High |
124-025 |
124-057 |
0-032 |
0.1% |
124-100 |
Low |
123-280 |
123-275 |
-0-005 |
0.0% |
123-312 |
Close |
123-300 |
124-042 |
0-062 |
0.2% |
124-027 |
Range |
0-065 |
0-102 |
0-037 |
56.9% |
0-108 |
ATR |
0-073 |
0-075 |
0-002 |
2.8% |
0-000 |
Volume |
472,767 |
671,727 |
198,960 |
42.1% |
2,215,606 |
|
Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-004 |
124-285 |
124-098 |
|
R3 |
124-222 |
124-183 |
124-070 |
|
R2 |
124-120 |
124-120 |
124-061 |
|
R1 |
124-081 |
124-081 |
124-051 |
124-100 |
PP |
124-018 |
124-018 |
124-018 |
124-028 |
S1 |
123-299 |
123-299 |
124-033 |
123-318 |
S2 |
123-236 |
123-236 |
124-023 |
|
S3 |
123-134 |
123-197 |
124-014 |
|
S4 |
123-032 |
123-095 |
123-306 |
|
|
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 |
124-057 |
123-275 |
0-102 |
0.3% |
0-072 |
0.2% |
85% |
True |
True |
479,391 |
10 |
124-100 |
123-275 |
0-145 |
0.4% |
0-066 |
0.2% |
60% |
False |
True |
447,093 |
20 |
124-100 |
123-175 |
0-245 |
0.6% |
0-068 |
0.2% |
76% |
False |
False |
396,844 |
40 |
124-100 |
122-047 |
2-053 |
1.7% |
0-079 |
0.2% |
92% |
False |
False |
411,029 |
60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-094 |
0.2% |
94% |
False |
False |
448,186 |
80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-086 |
0.2% |
94% |
False |
False |
360,663 |
100 |
124-100 |
121-135 |
2-285 |
2.3% |
0-077 |
0.2% |
94% |
False |
False |
288,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-170 |
2.618 |
125-004 |
1.618 |
124-222 |
1.000 |
124-159 |
0.618 |
124-120 |
HIGH |
124-057 |
0.618 |
124-018 |
0.500 |
124-006 |
0.382 |
123-314 |
LOW |
123-275 |
0.618 |
123-212 |
1.000 |
123-173 |
1.618 |
123-110 |
2.618 |
123-008 |
4.250 |
122-162 |
|
|
Fisher Pivots for day following 23-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-030 |
124-030 |
PP |
124-018 |
124-018 |
S1 |
124-006 |
124-006 |
|