ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-295 |
124-105 |
0-130 |
0.3% |
124-002 |
High |
124-115 |
124-185 |
0-070 |
0.2% |
124-057 |
Low |
123-292 |
124-067 |
0-095 |
0.2% |
123-275 |
Close |
124-107 |
124-120 |
0-013 |
0.0% |
124-002 |
Range |
0-143 |
0-118 |
-0-025 |
-17.5% |
0-102 |
ATR |
0-079 |
0-082 |
0-003 |
3.5% |
0-000 |
Volume |
782,158 |
219,079 |
-563,079 |
-72.0% |
2,869,622 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-158 |
125-097 |
124-185 |
|
R3 |
125-040 |
124-299 |
124-152 |
|
R2 |
124-242 |
124-242 |
124-142 |
|
R1 |
124-181 |
124-181 |
124-131 |
124-212 |
PP |
124-124 |
124-124 |
124-124 |
124-139 |
S1 |
124-063 |
124-063 |
124-109 |
124-094 |
S2 |
124-006 |
124-006 |
124-098 |
|
S3 |
123-208 |
123-265 |
124-088 |
|
S4 |
123-090 |
123-147 |
124-055 |
|
|
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 |
124-185 |
123-285 |
0-220 |
0.6% |
0-095 |
0.2% |
70% |
True |
False |
694,792 |
10 |
124-185 |
123-275 |
0-230 |
0.6% |
0-084 |
0.2% |
72% |
True |
False |
587,092 |
20 |
124-185 |
123-202 |
0-303 |
0.8% |
0-075 |
0.2% |
79% |
True |
False |
485,975 |
40 |
124-185 |
122-047 |
2-138 |
2.0% |
0-075 |
0.2% |
92% |
True |
False |
436,595 |
60 |
124-185 |
121-135 |
3-050 |
2.5% |
0-093 |
0.2% |
94% |
True |
False |
460,997 |
80 |
124-185 |
121-135 |
3-050 |
2.5% |
0-090 |
0.2% |
94% |
True |
False |
403,985 |
100 |
124-185 |
121-135 |
3-050 |
2.5% |
0-080 |
0.2% |
94% |
True |
False |
323,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-046 |
2.618 |
125-174 |
1.618 |
125-056 |
1.000 |
124-303 |
0.618 |
124-258 |
HIGH |
124-185 |
0.618 |
124-140 |
0.500 |
124-126 |
0.382 |
124-112 |
LOW |
124-067 |
0.618 |
123-314 |
1.000 |
123-269 |
1.618 |
123-196 |
2.618 |
123-078 |
4.250 |
122-206 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-126 |
124-105 |
PP |
124-124 |
124-090 |
S1 |
124-122 |
124-075 |
|