ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
124-000 |
124-025 |
0-025 |
0.1% |
124-040 |
High |
124-057 |
124-052 |
-0-005 |
0.0% |
124-100 |
Low |
123-275 |
123-287 |
0-012 |
0.0% |
123-312 |
Close |
124-042 |
123-315 |
-0-047 |
-0.1% |
124-027 |
Range |
0-102 |
0-085 |
-0-017 |
-16.7% |
0-108 |
ATR |
0-075 |
0-076 |
0-001 |
0.9% |
0-000 |
Volume |
671,727 |
810,840 |
139,113 |
20.7% |
2,215,606 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-260 |
124-212 |
124-042 |
|
R3 |
124-175 |
124-127 |
124-018 |
|
R2 |
124-090 |
124-090 |
124-011 |
|
R1 |
124-042 |
124-042 |
124-003 |
124-024 |
PP |
124-005 |
124-005 |
124-005 |
123-315 |
S1 |
123-277 |
123-277 |
123-307 |
123-258 |
S2 |
123-240 |
123-240 |
123-299 |
|
S3 |
123-155 |
123-192 |
123-292 |
|
S4 |
123-070 |
123-107 |
123-268 |
|
|
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% |
0-077 |
0.2% |
39% |
False |
False |
545,181 |
10 |
124-100 |
123-275 |
0-145 |
0.4% |
0-068 |
0.2% |
28% |
False |
False |
481,174 |
20 |
124-100 |
123-202 |
0-218 |
0.5% |
0-068 |
0.2% |
52% |
False |
False |
416,635 |
40 |
124-100 |
122-047 |
2-053 |
1.7% |
0-080 |
0.2% |
85% |
False |
False |
418,790 |
60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-093 |
0.2% |
89% |
False |
False |
449,158 |
80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-087 |
0.2% |
89% |
False |
False |
370,791 |
100 |
124-100 |
121-135 |
2-285 |
2.3% |
0-078 |
0.2% |
89% |
False |
False |
296,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-093 |
2.618 |
124-275 |
1.618 |
124-190 |
1.000 |
124-137 |
0.618 |
124-105 |
HIGH |
124-052 |
0.618 |
124-020 |
0.500 |
124-010 |
0.382 |
123-319 |
LOW |
123-287 |
0.618 |
123-234 |
1.000 |
123-202 |
1.618 |
123-149 |
2.618 |
123-064 |
4.250 |
122-246 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-010 |
124-006 |
PP |
124-005 |
124-002 |
S1 |
124-000 |
123-319 |
|