ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
124-025 |
123-305 |
-0-040 |
-0.1% |
124-002 |
High |
124-052 |
124-020 |
-0-032 |
-0.1% |
124-057 |
Low |
123-287 |
123-287 |
0-000 |
0.0% |
123-275 |
Close |
123-315 |
124-002 |
0-007 |
0.0% |
124-002 |
Range |
0-085 |
0-053 |
-0-032 |
-37.6% |
0-102 |
ATR |
0-076 |
0-074 |
-0-002 |
-2.1% |
0-000 |
Volume |
810,840 |
553,621 |
-257,219 |
-31.7% |
2,869,622 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-155 |
124-132 |
124-031 |
|
R3 |
124-102 |
124-079 |
124-017 |
|
R2 |
124-049 |
124-049 |
124-012 |
|
R1 |
124-026 |
124-026 |
124-007 |
124-038 |
PP |
123-316 |
123-316 |
123-316 |
124-002 |
S1 |
123-293 |
123-293 |
123-317 |
123-304 |
S2 |
123-263 |
123-263 |
123-312 |
|
S3 |
123-210 |
123-240 |
123-307 |
|
S4 |
123-157 |
123-187 |
123-293 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-311 |
124-258 |
124-058 |
|
R3 |
124-209 |
124-156 |
124-030 |
|
R2 |
124-107 |
124-107 |
124-021 |
|
R1 |
124-054 |
124-054 |
124-011 |
124-053 |
PP |
124-005 |
124-005 |
124-005 |
124-004 |
S1 |
123-272 |
123-272 |
123-313 |
123-271 |
S2 |
123-223 |
123-223 |
123-303 |
|
S3 |
123-121 |
123-170 |
123-294 |
|
S4 |
123-019 |
123-068 |
123-266 |
|
|
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% |
0-076 |
0.2% |
46% |
False |
False |
573,924 |
10 |
124-100 |
123-275 |
0-145 |
0.4% |
0-070 |
0.2% |
32% |
False |
False |
508,522 |
20 |
124-100 |
123-202 |
0-218 |
0.5% |
0-066 |
0.2% |
55% |
False |
False |
426,476 |
40 |
124-100 |
122-047 |
2-053 |
1.7% |
0-079 |
0.2% |
86% |
False |
False |
420,675 |
60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-093 |
0.2% |
89% |
False |
False |
447,661 |
80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-088 |
0.2% |
89% |
False |
False |
377,691 |
100 |
124-100 |
121-135 |
2-285 |
2.3% |
0-078 |
0.2% |
89% |
False |
False |
302,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-245 |
2.618 |
124-159 |
1.618 |
124-106 |
1.000 |
124-073 |
0.618 |
124-053 |
HIGH |
124-020 |
0.618 |
124-000 |
0.500 |
123-314 |
0.382 |
123-307 |
LOW |
123-287 |
0.618 |
123-254 |
1.000 |
123-234 |
1.618 |
123-201 |
2.618 |
123-148 |
4.250 |
123-062 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-319 |
124-006 |
PP |
123-316 |
124-005 |
S1 |
123-314 |
124-003 |
|