ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 31-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
Open |
123-220 |
124-050 |
0-150 |
0.4% |
123-240 |
High |
124-050 |
124-130 |
0-080 |
0.2% |
123-280 |
Low |
123-210 |
124-000 |
0-110 |
0.3% |
123-180 |
Close |
124-040 |
124-060 |
0-020 |
0.1% |
123-240 |
Range |
0-160 |
0-130 |
-0-030 |
-18.8% |
0-100 |
ATR |
0-060 |
0-065 |
0-005 |
8.3% |
0-000 |
Volume |
961,554 |
708,707 |
-252,847 |
-26.3% |
725,840 |
|
Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-133 |
125-067 |
124-132 |
|
R3 |
125-003 |
124-257 |
124-096 |
|
R2 |
124-193 |
124-193 |
124-084 |
|
R1 |
124-127 |
124-127 |
124-072 |
124-160 |
PP |
124-063 |
124-063 |
124-063 |
124-080 |
S1 |
123-317 |
123-317 |
124-048 |
124-030 |
S2 |
123-253 |
123-253 |
124-036 |
|
S3 |
123-123 |
123-187 |
124-024 |
|
S4 |
122-313 |
123-057 |
123-308 |
|
|
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 |
126-042 |
2.618 |
125-150 |
1.618 |
125-020 |
1.000 |
124-260 |
0.618 |
124-210 |
HIGH |
124-130 |
0.618 |
124-080 |
0.500 |
124-065 |
0.382 |
124-050 |
LOW |
124-000 |
0.618 |
123-240 |
1.000 |
123-190 |
1.618 |
123-110 |
2.618 |
122-300 |
4.250 |
122-088 |
|
|
Fisher Pivots for day following 31-May-2012 |
Pivot |
1 day |
3 day |
R1 |
124-065 |
124-043 |
PP |
124-063 |
124-027 |
S1 |
124-062 |
124-010 |
|