ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
122-210 |
122-160 |
-0-050 |
-0.1% |
122-032 |
| High |
122-250 |
122-242 |
-0-008 |
0.0% |
122-250 |
| Low |
122-115 |
122-110 |
-0-005 |
0.0% |
121-292 |
| Close |
122-172 |
122-210 |
0-038 |
0.1% |
122-172 |
| Range |
0-135 |
0-132 |
-0-003 |
-2.2% |
0-278 |
| ATR |
0-113 |
0-115 |
0-001 |
1.2% |
0-000 |
| Volume |
518,263 |
419,970 |
-98,293 |
-19.0% |
2,334,984 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-263 |
123-209 |
122-283 |
|
| R3 |
123-131 |
123-077 |
122-246 |
|
| R2 |
122-319 |
122-319 |
122-234 |
|
| R1 |
122-265 |
122-265 |
122-222 |
122-292 |
| PP |
122-187 |
122-187 |
122-187 |
122-201 |
| S1 |
122-133 |
122-133 |
122-198 |
122-160 |
| S2 |
122-055 |
122-055 |
122-186 |
|
| S3 |
121-243 |
122-001 |
122-174 |
|
| S4 |
121-111 |
121-189 |
122-137 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-005 |
124-207 |
123-005 |
|
| R3 |
124-047 |
123-249 |
122-248 |
|
| R2 |
123-089 |
123-089 |
122-223 |
|
| R1 |
122-291 |
122-291 |
122-197 |
123-030 |
| PP |
122-131 |
122-131 |
122-131 |
122-161 |
| S1 |
122-013 |
122-013 |
122-147 |
122-072 |
| S2 |
121-173 |
121-173 |
122-121 |
|
| S3 |
120-215 |
121-055 |
122-096 |
|
| S4 |
119-257 |
120-097 |
122-019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-250 |
122-040 |
0-210 |
0.5% |
0-115 |
0.3% |
81% |
False |
False |
473,799 |
| 10 |
122-250 |
121-135 |
1-115 |
1.1% |
0-116 |
0.3% |
91% |
False |
False |
474,523 |
| 20 |
123-157 |
121-135 |
2-022 |
1.7% |
0-124 |
0.3% |
60% |
False |
False |
506,050 |
| 40 |
123-250 |
121-135 |
2-115 |
1.9% |
0-101 |
0.3% |
52% |
False |
False |
358,068 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-081 |
0.2% |
48% |
False |
False |
238,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-163 |
|
2.618 |
123-268 |
|
1.618 |
123-136 |
|
1.000 |
123-054 |
|
0.618 |
123-004 |
|
HIGH |
122-242 |
|
0.618 |
122-192 |
|
0.500 |
122-176 |
|
0.382 |
122-160 |
|
LOW |
122-110 |
|
0.618 |
122-028 |
|
1.000 |
121-298 |
|
1.618 |
121-216 |
|
2.618 |
121-084 |
|
4.250 |
120-189 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-199 |
122-200 |
| PP |
122-187 |
122-190 |
| S1 |
122-176 |
122-180 |
|