ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 16-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-280 |
123-220 |
-0-060 |
-0.2% |
123-200 |
High |
123-280 |
123-270 |
-0-010 |
0.0% |
123-270 |
Low |
123-260 |
123-210 |
-0-050 |
-0.1% |
123-190 |
Close |
123-260 |
123-260 |
0-000 |
0.0% |
123-250 |
Range |
0-020 |
0-060 |
0-040 |
200.0% |
0-080 |
ATR |
0-043 |
0-044 |
0-001 |
2.9% |
0-000 |
Volume |
2,320 |
26,209 |
23,889 |
1,029.7% |
5,585 |
|
Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-107 |
124-083 |
123-293 |
|
R3 |
124-047 |
124-023 |
123-276 |
|
R2 |
123-307 |
123-307 |
123-271 |
|
R1 |
123-283 |
123-283 |
123-266 |
123-295 |
PP |
123-247 |
123-247 |
123-247 |
123-252 |
S1 |
123-223 |
123-223 |
123-254 |
123-235 |
S2 |
123-187 |
123-187 |
123-249 |
|
S3 |
123-127 |
123-163 |
123-244 |
|
S4 |
123-067 |
123-103 |
123-227 |
|
|
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 |
124-205 |
2.618 |
124-107 |
1.618 |
124-047 |
1.000 |
124-010 |
0.618 |
123-307 |
HIGH |
123-270 |
0.618 |
123-247 |
0.500 |
123-240 |
0.382 |
123-233 |
LOW |
123-210 |
0.618 |
123-173 |
1.000 |
123-150 |
1.618 |
123-113 |
2.618 |
123-053 |
4.250 |
122-275 |
|
|
Fisher Pivots for day following 16-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-253 |
123-260 |
PP |
123-247 |
123-260 |
S1 |
123-240 |
123-260 |
|