ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
123-090 |
123-180 |
0-090 |
0.2% |
123-080 |
High |
123-100 |
123-180 |
0-080 |
0.2% |
123-180 |
Low |
123-090 |
123-120 |
0-030 |
0.1% |
123-050 |
Close |
123-100 |
123-120 |
0-020 |
0.1% |
123-120 |
Range |
0-010 |
0-060 |
0-050 |
500.0% |
0-130 |
ATR |
|
|
|
|
|
Volume |
1,858 |
1,173 |
-685 |
-36.9% |
5,561 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-000 |
123-280 |
123-153 |
|
R3 |
123-260 |
123-220 |
123-136 |
|
R2 |
123-200 |
123-200 |
123-131 |
|
R1 |
123-160 |
123-160 |
123-126 |
123-150 |
PP |
123-140 |
123-140 |
123-140 |
123-135 |
S1 |
123-100 |
123-100 |
123-114 |
123-090 |
S2 |
123-080 |
123-080 |
123-109 |
|
S3 |
123-020 |
123-040 |
123-104 |
|
S4 |
122-280 |
122-300 |
123-087 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-187 |
124-123 |
123-192 |
|
R3 |
124-057 |
123-313 |
123-156 |
|
R2 |
123-247 |
123-247 |
123-144 |
|
R1 |
123-183 |
123-183 |
123-132 |
123-215 |
PP |
123-117 |
123-117 |
123-117 |
123-132 |
S1 |
123-053 |
123-053 |
123-108 |
123-085 |
S2 |
122-307 |
122-307 |
123-096 |
|
S3 |
122-177 |
122-243 |
123-084 |
|
S4 |
122-047 |
122-113 |
123-048 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-115 |
2.618 |
124-017 |
1.618 |
123-277 |
1.000 |
123-240 |
0.618 |
123-217 |
HIGH |
123-180 |
0.618 |
123-157 |
0.500 |
123-150 |
0.382 |
123-143 |
LOW |
123-120 |
0.618 |
123-083 |
1.000 |
123-060 |
1.618 |
123-023 |
2.618 |
122-283 |
4.250 |
122-185 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-150 |
123-118 |
PP |
123-140 |
123-117 |
S1 |
123-130 |
123-115 |
|