ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-305 |
124-000 |
0-015 |
0.0% |
124-002 |
High |
124-020 |
124-040 |
0-020 |
0.1% |
124-057 |
Low |
123-287 |
123-285 |
-0-002 |
0.0% |
123-275 |
Close |
124-002 |
123-315 |
-0-007 |
0.0% |
124-002 |
Range |
0-053 |
0-075 |
0-022 |
41.5% |
0-102 |
ATR |
0-074 |
0-074 |
0-000 |
0.1% |
0-000 |
Volume |
553,621 |
1,108,266 |
554,645 |
100.2% |
2,869,622 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-225 |
124-185 |
124-036 |
|
R3 |
124-150 |
124-110 |
124-016 |
|
R2 |
124-075 |
124-075 |
124-009 |
|
R1 |
124-035 |
124-035 |
124-002 |
124-018 |
PP |
124-000 |
124-000 |
124-000 |
123-311 |
S1 |
123-280 |
123-280 |
123-308 |
123-262 |
S2 |
123-245 |
123-245 |
123-301 |
|
S3 |
123-170 |
123-205 |
123-294 |
|
S4 |
123-095 |
123-130 |
123-274 |
|
|
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% |
39% |
False |
False |
723,444 |
10 |
124-100 |
123-275 |
0-145 |
0.4% |
0-072 |
0.2% |
28% |
False |
False |
580,694 |
20 |
124-100 |
123-202 |
0-218 |
0.5% |
0-068 |
0.2% |
52% |
False |
False |
465,888 |
40 |
124-100 |
122-047 |
2-053 |
1.7% |
0-077 |
0.2% |
85% |
False |
False |
435,425 |
60 |
124-100 |
121-135 |
2-285 |
2.3% |
0-092 |
0.2% |
89% |
False |
False |
458,651 |
80 |
124-100 |
121-135 |
2-285 |
2.3% |
0-089 |
0.2% |
89% |
False |
False |
391,541 |
100 |
124-100 |
121-135 |
2-285 |
2.3% |
0-078 |
0.2% |
89% |
False |
False |
313,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-039 |
2.618 |
124-236 |
1.618 |
124-161 |
1.000 |
124-115 |
0.618 |
124-086 |
HIGH |
124-040 |
0.618 |
124-011 |
0.500 |
124-002 |
0.382 |
123-314 |
LOW |
123-285 |
0.618 |
123-239 |
1.000 |
123-210 |
1.618 |
123-164 |
2.618 |
123-089 |
4.250 |
122-286 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-002 |
124-008 |
PP |
124-000 |
124-004 |
S1 |
123-318 |
124-000 |
|