ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 04-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-130 |
123-120 |
-0-010 |
0.0% |
123-140 |
High |
123-130 |
123-250 |
0-120 |
0.3% |
123-250 |
Low |
123-130 |
123-120 |
-0-010 |
0.0% |
123-080 |
Close |
123-130 |
123-180 |
0-050 |
0.1% |
123-180 |
Range |
0-000 |
0-130 |
0-130 |
|
0-170 |
ATR |
0-035 |
0-042 |
0-007 |
19.1% |
0-000 |
Volume |
11 |
769 |
758 |
6,890.9% |
3,613 |
|
Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-253 |
124-187 |
123-252 |
|
R3 |
124-123 |
124-057 |
123-216 |
|
R2 |
123-313 |
123-313 |
123-204 |
|
R1 |
123-247 |
123-247 |
123-192 |
123-280 |
PP |
123-183 |
123-183 |
123-183 |
123-200 |
S1 |
123-117 |
123-117 |
123-168 |
123-150 |
S2 |
123-053 |
123-053 |
123-156 |
|
S3 |
122-243 |
122-307 |
123-144 |
|
S4 |
122-113 |
122-177 |
123-108 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-040 |
124-280 |
123-274 |
|
R3 |
124-190 |
124-110 |
123-227 |
|
R2 |
124-020 |
124-020 |
123-211 |
|
R1 |
123-260 |
123-260 |
123-196 |
123-300 |
PP |
123-170 |
123-170 |
123-170 |
123-190 |
S1 |
123-090 |
123-090 |
123-164 |
123-130 |
S2 |
123-000 |
123-000 |
123-149 |
|
S3 |
122-150 |
122-240 |
123-133 |
|
S4 |
121-300 |
122-070 |
123-086 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-162 |
2.618 |
124-270 |
1.618 |
124-140 |
1.000 |
124-060 |
0.618 |
124-010 |
HIGH |
123-250 |
0.618 |
123-200 |
0.500 |
123-185 |
0.382 |
123-170 |
LOW |
123-120 |
0.618 |
123-040 |
1.000 |
122-310 |
1.618 |
122-230 |
2.618 |
122-100 |
4.250 |
121-208 |
|
|
Fisher Pivots for day following 04-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-185 |
123-175 |
PP |
123-183 |
123-170 |
S1 |
123-182 |
123-165 |
|