ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
123-147 |
123-162 |
0-015 |
0.0% |
123-080 |
| High |
123-177 |
123-195 |
0-018 |
0.0% |
123-172 |
| Low |
123-125 |
123-140 |
0-015 |
0.0% |
123-032 |
| Close |
123-157 |
123-177 |
0-020 |
0.1% |
123-152 |
| Range |
0-052 |
0-055 |
0-003 |
5.8% |
0-140 |
| ATR |
0-105 |
0-102 |
-0-004 |
-3.4% |
0-000 |
| Volume |
327,336 |
375,612 |
48,276 |
14.7% |
2,104,147 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-016 |
123-311 |
123-207 |
|
| R3 |
123-281 |
123-256 |
123-192 |
|
| R2 |
123-226 |
123-226 |
123-187 |
|
| R1 |
123-201 |
123-201 |
123-182 |
123-214 |
| PP |
123-171 |
123-171 |
123-171 |
123-177 |
| S1 |
123-146 |
123-146 |
123-172 |
123-158 |
| S2 |
123-116 |
123-116 |
123-167 |
|
| S3 |
123-061 |
123-091 |
123-162 |
|
| S4 |
123-006 |
123-036 |
123-147 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-219 |
124-165 |
123-229 |
|
| R3 |
124-079 |
124-025 |
123-190 |
|
| R2 |
123-259 |
123-259 |
123-178 |
|
| R1 |
123-205 |
123-205 |
123-165 |
123-232 |
| PP |
123-119 |
123-119 |
123-119 |
123-132 |
| S1 |
123-065 |
123-065 |
123-139 |
123-092 |
| S2 |
122-299 |
122-299 |
123-126 |
|
| S3 |
122-159 |
122-245 |
123-114 |
|
| S4 |
122-019 |
122-105 |
123-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-205 |
123-092 |
0-113 |
0.3% |
0-065 |
0.2% |
75% |
False |
False |
365,735 |
| 10 |
123-205 |
122-157 |
1-048 |
0.9% |
0-077 |
0.2% |
92% |
False |
False |
402,225 |
| 20 |
123-205 |
121-245 |
1-280 |
1.5% |
0-101 |
0.3% |
95% |
False |
False |
438,388 |
| 40 |
123-205 |
121-135 |
2-070 |
1.8% |
0-107 |
0.3% |
96% |
False |
False |
484,709 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-094 |
0.2% |
83% |
False |
False |
324,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-109 |
|
2.618 |
124-019 |
|
1.618 |
123-284 |
|
1.000 |
123-250 |
|
0.618 |
123-229 |
|
HIGH |
123-195 |
|
0.618 |
123-174 |
|
0.500 |
123-168 |
|
0.382 |
123-161 |
|
LOW |
123-140 |
|
0.618 |
123-106 |
|
1.000 |
123-085 |
|
1.618 |
123-051 |
|
2.618 |
122-316 |
|
4.250 |
122-226 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-174 |
123-170 |
| PP |
123-171 |
123-164 |
| S1 |
123-168 |
123-158 |
|