ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 08-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-200 |
123-230 |
0-030 |
0.1% |
123-140 |
High |
123-200 |
123-240 |
0-040 |
0.1% |
123-250 |
Low |
123-190 |
123-220 |
0-030 |
0.1% |
123-080 |
Close |
123-190 |
123-220 |
0-030 |
0.1% |
123-180 |
Range |
0-010 |
0-020 |
0-010 |
100.0% |
0-170 |
ATR |
0-041 |
0-041 |
0-001 |
1.7% |
0-000 |
Volume |
553 |
776 |
223 |
40.3% |
3,613 |
|
Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-287 |
123-273 |
123-231 |
|
R3 |
123-267 |
123-253 |
123-226 |
|
R2 |
123-247 |
123-247 |
123-224 |
|
R1 |
123-233 |
123-233 |
123-222 |
123-230 |
PP |
123-227 |
123-227 |
123-227 |
123-225 |
S1 |
123-213 |
123-213 |
123-218 |
123-210 |
S2 |
123-207 |
123-207 |
123-216 |
|
S3 |
123-187 |
123-193 |
123-214 |
|
S4 |
123-167 |
123-173 |
123-209 |
|
|
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 |
124-005 |
2.618 |
123-292 |
1.618 |
123-272 |
1.000 |
123-260 |
0.618 |
123-252 |
HIGH |
123-240 |
0.618 |
123-232 |
0.500 |
123-230 |
0.382 |
123-228 |
LOW |
123-220 |
0.618 |
123-208 |
1.000 |
123-200 |
1.618 |
123-188 |
2.618 |
123-168 |
4.250 |
123-135 |
|
|
Fisher Pivots for day following 08-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-230 |
123-208 |
PP |
123-227 |
123-197 |
S1 |
123-223 |
123-185 |
|