ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 10-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-220 |
123-190 |
-0-030 |
-0.1% |
123-140 |
High |
123-270 |
123-210 |
-0-060 |
-0.2% |
123-250 |
Low |
123-220 |
123-190 |
-0-030 |
-0.1% |
123-080 |
Close |
123-230 |
123-210 |
-0-020 |
-0.1% |
123-180 |
Range |
0-050 |
0-020 |
-0-030 |
-60.0% |
0-170 |
ATR |
0-042 |
0-042 |
0-000 |
-0.3% |
0-000 |
Volume |
3,090 |
518 |
-2,572 |
-83.2% |
3,613 |
|
Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-263 |
123-257 |
123-221 |
|
R3 |
123-243 |
123-237 |
123-216 |
|
R2 |
123-223 |
123-223 |
123-214 |
|
R1 |
123-217 |
123-217 |
123-212 |
123-220 |
PP |
123-203 |
123-203 |
123-203 |
123-205 |
S1 |
123-197 |
123-197 |
123-208 |
123-200 |
S2 |
123-183 |
123-183 |
123-206 |
|
S3 |
123-163 |
123-177 |
123-204 |
|
S4 |
123-143 |
123-157 |
123-199 |
|
|
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 |
123-295 |
2.618 |
123-262 |
1.618 |
123-242 |
1.000 |
123-230 |
0.618 |
123-222 |
HIGH |
123-210 |
0.618 |
123-202 |
0.500 |
123-200 |
0.382 |
123-198 |
LOW |
123-190 |
0.618 |
123-178 |
1.000 |
123-170 |
1.618 |
123-158 |
2.618 |
123-138 |
4.250 |
123-105 |
|
|
Fisher Pivots for day following 10-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-207 |
123-230 |
PP |
123-203 |
123-223 |
S1 |
123-200 |
123-217 |
|