ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 09-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-230 |
123-220 |
-0-010 |
0.0% |
123-140 |
High |
123-240 |
123-270 |
0-030 |
0.1% |
123-250 |
Low |
123-220 |
123-220 |
0-000 |
0.0% |
123-080 |
Close |
123-220 |
123-230 |
0-010 |
0.0% |
123-180 |
Range |
0-020 |
0-050 |
0-030 |
150.0% |
0-170 |
ATR |
0-041 |
0-042 |
0-001 |
1.5% |
0-000 |
Volume |
776 |
3,090 |
2,314 |
298.2% |
3,613 |
|
Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-070 |
124-040 |
123-258 |
|
R3 |
124-020 |
123-310 |
123-244 |
|
R2 |
123-290 |
123-290 |
123-239 |
|
R1 |
123-260 |
123-260 |
123-235 |
123-275 |
PP |
123-240 |
123-240 |
123-240 |
123-248 |
S1 |
123-210 |
123-210 |
123-225 |
123-225 |
S2 |
123-190 |
123-190 |
123-221 |
|
S3 |
123-140 |
123-160 |
123-216 |
|
S4 |
123-090 |
123-110 |
123-202 |
|
|
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 |
124-162 |
2.618 |
124-081 |
1.618 |
124-031 |
1.000 |
124-000 |
0.618 |
123-301 |
HIGH |
123-270 |
0.618 |
123-251 |
0.500 |
123-245 |
0.382 |
123-239 |
LOW |
123-220 |
0.618 |
123-189 |
1.000 |
123-170 |
1.618 |
123-139 |
2.618 |
123-089 |
4.250 |
123-008 |
|
|
Fisher Pivots for day following 09-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-245 |
123-230 |
PP |
123-240 |
123-230 |
S1 |
123-235 |
123-230 |
|