ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
124-000 |
123-295 |
-0-025 |
-0.1% |
124-002 |
| High |
124-040 |
124-115 |
0-075 |
0.2% |
124-057 |
| Low |
123-285 |
123-292 |
0-007 |
0.0% |
123-275 |
| Close |
123-315 |
124-107 |
0-112 |
0.3% |
124-002 |
| Range |
0-075 |
0-143 |
0-068 |
90.7% |
0-102 |
| ATR |
0-074 |
0-079 |
0-005 |
6.6% |
0-000 |
| Volume |
1,108,266 |
782,158 |
-326,108 |
-29.4% |
2,869,622 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-174 |
125-123 |
124-186 |
|
| R3 |
125-031 |
124-300 |
124-146 |
|
| R2 |
124-208 |
124-208 |
124-133 |
|
| R1 |
124-157 |
124-157 |
124-120 |
124-182 |
| PP |
124-065 |
124-065 |
124-065 |
124-077 |
| S1 |
124-014 |
124-014 |
124-094 |
124-040 |
| S2 |
123-242 |
123-242 |
124-081 |
|
| S3 |
123-099 |
123-191 |
124-068 |
|
| S4 |
122-276 |
123-048 |
124-028 |
|
|
| 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 |
124-115 |
123-275 |
0-160 |
0.4% |
0-092 |
0.2% |
95% |
True |
False |
785,322 |
| 10 |
124-115 |
123-275 |
0-160 |
0.4% |
0-080 |
0.2% |
95% |
True |
False |
614,274 |
| 20 |
124-115 |
123-202 |
0-233 |
0.6% |
0-072 |
0.2% |
97% |
True |
False |
491,260 |
| 40 |
124-115 |
122-047 |
2-068 |
1.8% |
0-077 |
0.2% |
99% |
True |
False |
444,480 |
| 60 |
124-115 |
121-135 |
2-300 |
2.4% |
0-093 |
0.2% |
99% |
True |
False |
465,003 |
| 80 |
124-115 |
121-135 |
2-300 |
2.4% |
0-089 |
0.2% |
99% |
True |
False |
401,274 |
| 100 |
124-115 |
121-135 |
2-300 |
2.4% |
0-080 |
0.2% |
99% |
True |
False |
321,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-083 |
|
2.618 |
125-169 |
|
1.618 |
125-026 |
|
1.000 |
124-258 |
|
0.618 |
124-203 |
|
HIGH |
124-115 |
|
0.618 |
124-060 |
|
0.500 |
124-044 |
|
0.382 |
124-027 |
|
LOW |
123-292 |
|
0.618 |
123-204 |
|
1.000 |
123-149 |
|
1.618 |
123-061 |
|
2.618 |
122-238 |
|
4.250 |
122-004 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-086 |
124-085 |
| PP |
124-065 |
124-062 |
| S1 |
124-044 |
124-040 |
|