ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 25-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-250 |
123-220 |
-0-030 |
-0.1% |
123-240 |
High |
123-280 |
123-260 |
-0-020 |
-0.1% |
123-280 |
Low |
123-200 |
123-200 |
0-000 |
0.0% |
123-180 |
Close |
123-230 |
123-240 |
0-010 |
0.0% |
123-240 |
Range |
0-080 |
0-060 |
-0-020 |
-25.0% |
0-100 |
ATR |
0-051 |
0-052 |
0-001 |
1.2% |
0-000 |
Volume |
206,415 |
381,871 |
175,456 |
85.0% |
725,840 |
|
Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-093 |
124-067 |
123-273 |
|
R3 |
124-033 |
124-007 |
123-256 |
|
R2 |
123-293 |
123-293 |
123-251 |
|
R1 |
123-267 |
123-267 |
123-246 |
123-280 |
PP |
123-233 |
123-233 |
123-233 |
123-240 |
S1 |
123-207 |
123-207 |
123-234 |
123-220 |
S2 |
123-173 |
123-173 |
123-229 |
|
S3 |
123-113 |
123-147 |
123-224 |
|
S4 |
123-053 |
123-087 |
123-207 |
|
|
Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-213 |
124-167 |
123-295 |
|
R3 |
124-113 |
124-067 |
123-268 |
|
R2 |
124-013 |
124-013 |
123-258 |
|
R1 |
123-287 |
123-287 |
123-249 |
123-290 |
PP |
123-233 |
123-233 |
123-233 |
123-235 |
S1 |
123-187 |
123-187 |
123-231 |
123-190 |
S2 |
123-133 |
123-133 |
123-222 |
|
S3 |
123-033 |
123-087 |
123-212 |
|
S4 |
122-253 |
122-307 |
123-185 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-195 |
2.618 |
124-097 |
1.618 |
124-037 |
1.000 |
124-000 |
0.618 |
123-297 |
HIGH |
123-260 |
0.618 |
123-237 |
0.500 |
123-230 |
0.382 |
123-223 |
LOW |
123-200 |
0.618 |
123-163 |
1.000 |
123-140 |
1.618 |
123-103 |
2.618 |
123-043 |
4.250 |
122-265 |
|
|
Fisher Pivots for day following 25-May-2012 |
Pivot |
1 day |
3 day |
R1 |
123-237 |
123-240 |
PP |
123-233 |
123-240 |
S1 |
123-230 |
123-240 |
|