ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
122-160 |
122-217 |
0-057 |
0.1% |
122-032 |
| High |
122-242 |
122-257 |
0-015 |
0.0% |
122-250 |
| Low |
122-110 |
122-052 |
-0-058 |
-0.1% |
121-292 |
| Close |
122-210 |
122-070 |
-0-140 |
-0.4% |
122-172 |
| Range |
0-132 |
0-205 |
0-073 |
55.3% |
0-278 |
| ATR |
0-115 |
0-121 |
0-006 |
5.6% |
0-000 |
| Volume |
419,970 |
534,469 |
114,499 |
27.3% |
2,334,984 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-101 |
123-291 |
122-183 |
|
| R3 |
123-216 |
123-086 |
122-126 |
|
| R2 |
123-011 |
123-011 |
122-108 |
|
| R1 |
122-201 |
122-201 |
122-089 |
122-164 |
| PP |
122-126 |
122-126 |
122-126 |
122-108 |
| S1 |
121-316 |
121-316 |
122-051 |
121-278 |
| S2 |
121-241 |
121-241 |
122-032 |
|
| S3 |
121-036 |
121-111 |
122-014 |
|
| S4 |
120-151 |
120-226 |
121-277 |
|
|
| 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 |
122-257 |
122-052 |
0-205 |
0.5% |
0-129 |
0.3% |
9% |
True |
True |
490,269 |
| 10 |
122-257 |
121-170 |
1-087 |
1.0% |
0-123 |
0.3% |
54% |
True |
False |
468,129 |
| 20 |
123-150 |
121-135 |
2-015 |
1.7% |
0-129 |
0.3% |
39% |
False |
False |
509,800 |
| 40 |
123-200 |
121-135 |
2-065 |
1.8% |
0-105 |
0.3% |
36% |
False |
False |
371,376 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-083 |
0.2% |
31% |
False |
False |
247,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-168 |
|
2.618 |
124-154 |
|
1.618 |
123-269 |
|
1.000 |
123-142 |
|
0.618 |
123-064 |
|
HIGH |
122-257 |
|
0.618 |
122-179 |
|
0.500 |
122-154 |
|
0.382 |
122-130 |
|
LOW |
122-052 |
|
0.618 |
121-245 |
|
1.000 |
121-167 |
|
1.618 |
121-040 |
|
2.618 |
120-155 |
|
4.250 |
119-141 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-154 |
122-154 |
| PP |
122-126 |
122-126 |
| S1 |
122-098 |
122-098 |
|