ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 17-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-220 |
123-220 |
0-000 |
0.0% |
123-200 |
High |
123-270 |
123-270 |
0-000 |
0.0% |
123-270 |
Low |
123-210 |
123-220 |
0-010 |
0.0% |
123-190 |
Close |
123-260 |
123-260 |
0-000 |
0.0% |
123-250 |
Range |
0-060 |
0-050 |
-0-010 |
-16.7% |
0-080 |
ATR |
0-044 |
0-044 |
0-000 |
1.0% |
0-000 |
Volume |
26,209 |
4,643 |
-21,566 |
-82.3% |
5,585 |
|
Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-080 |
124-060 |
123-288 |
|
R3 |
124-030 |
124-010 |
123-274 |
|
R2 |
123-300 |
123-300 |
123-269 |
|
R1 |
123-280 |
123-280 |
123-265 |
123-290 |
PP |
123-250 |
123-250 |
123-250 |
123-255 |
S1 |
123-230 |
123-230 |
123-255 |
123-240 |
S2 |
123-200 |
123-200 |
123-251 |
|
S3 |
123-150 |
123-180 |
123-246 |
|
S4 |
123-100 |
123-130 |
123-232 |
|
|
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 |
124-162 |
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 17-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-255 |
123-255 |
PP |
123-250 |
123-250 |
S1 |
123-245 |
123-245 |
|