ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 30-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-230 |
123-220 |
-0-010 |
0.0% |
123-240 |
High |
123-270 |
124-050 |
0-100 |
0.3% |
123-280 |
Low |
123-210 |
123-210 |
0-000 |
0.0% |
123-180 |
Close |
123-230 |
124-040 |
0-130 |
0.3% |
123-240 |
Range |
0-060 |
0-160 |
0-100 |
166.7% |
0-100 |
ATR |
0-053 |
0-060 |
0-008 |
14.6% |
0-000 |
Volume |
336,919 |
961,554 |
624,635 |
185.4% |
725,840 |
|
Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-153 |
125-097 |
124-128 |
|
R3 |
124-313 |
124-257 |
124-084 |
|
R2 |
124-153 |
124-153 |
124-069 |
|
R1 |
124-097 |
124-097 |
124-055 |
124-125 |
PP |
123-313 |
123-313 |
123-313 |
124-008 |
S1 |
123-257 |
123-257 |
124-025 |
123-285 |
S2 |
123-153 |
123-153 |
124-011 |
|
S3 |
122-313 |
123-097 |
123-316 |
|
S4 |
122-153 |
122-257 |
123-272 |
|
|
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 |
126-090 |
2.618 |
125-149 |
1.618 |
124-309 |
1.000 |
124-210 |
0.618 |
124-149 |
HIGH |
124-050 |
0.618 |
123-309 |
0.500 |
123-290 |
0.382 |
123-271 |
LOW |
123-210 |
0.618 |
123-111 |
1.000 |
123-050 |
1.618 |
122-271 |
2.618 |
122-111 |
4.250 |
121-170 |
|
|
Fisher Pivots for day following 30-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-017 |
124-015 |
PP |
123-313 |
123-310 |
S1 |
123-290 |
123-285 |
|