ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-280 |
123-280 |
0-000 |
0.0% |
123-200 |
High |
123-310 |
123-280 |
-0-030 |
-0.1% |
123-270 |
Low |
123-280 |
123-260 |
-0-020 |
-0.1% |
123-190 |
Close |
123-290 |
123-260 |
-0-030 |
-0.1% |
123-250 |
Range |
0-030 |
0-020 |
-0-010 |
-33.3% |
0-080 |
ATR |
0-044 |
0-043 |
-0-001 |
-2.2% |
0-000 |
Volume |
1,227 |
2,320 |
1,093 |
89.1% |
5,585 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-007 |
123-313 |
123-271 |
|
R3 |
123-307 |
123-293 |
123-266 |
|
R2 |
123-287 |
123-287 |
123-264 |
|
R1 |
123-273 |
123-273 |
123-262 |
123-270 |
PP |
123-267 |
123-267 |
123-267 |
123-265 |
S1 |
123-253 |
123-253 |
123-258 |
123-250 |
S2 |
123-247 |
123-247 |
123-256 |
|
S3 |
123-227 |
123-233 |
123-254 |
|
S4 |
123-207 |
123-213 |
123-249 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-157 |
124-123 |
123-294 |
|
R3 |
124-077 |
124-043 |
123-272 |
|
R2 |
123-317 |
123-317 |
123-265 |
|
R1 |
123-283 |
123-283 |
123-257 |
123-300 |
PP |
123-237 |
123-237 |
123-237 |
123-245 |
S1 |
123-203 |
123-203 |
123-243 |
123-220 |
S2 |
123-157 |
123-157 |
123-235 |
|
S3 |
123-077 |
123-123 |
123-228 |
|
S4 |
122-317 |
123-043 |
123-206 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-045 |
2.618 |
124-012 |
1.618 |
123-312 |
1.000 |
123-300 |
0.618 |
123-292 |
HIGH |
123-280 |
0.618 |
123-272 |
0.500 |
123-270 |
0.382 |
123-268 |
LOW |
123-260 |
0.618 |
123-248 |
1.000 |
123-240 |
1.618 |
123-228 |
2.618 |
123-208 |
4.250 |
123-175 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-270 |
123-270 |
PP |
123-267 |
123-267 |
S1 |
123-263 |
123-263 |
|