ECBOT 5 Year T-Note Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
122-217 |
122-055 |
-0-162 |
-0.4% |
122-032 |
| High |
122-257 |
122-185 |
-0-072 |
-0.2% |
122-250 |
| Low |
122-052 |
122-047 |
-0-005 |
0.0% |
121-292 |
| Close |
122-070 |
122-162 |
0-092 |
0.2% |
122-172 |
| Range |
0-205 |
0-138 |
-0-067 |
-32.7% |
0-278 |
| ATR |
0-121 |
0-122 |
0-001 |
1.0% |
0-000 |
| Volume |
534,469 |
568,017 |
33,548 |
6.3% |
2,334,984 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-225 |
123-172 |
122-238 |
|
| R3 |
123-087 |
123-034 |
122-200 |
|
| R2 |
122-269 |
122-269 |
122-187 |
|
| R1 |
122-216 |
122-216 |
122-175 |
122-242 |
| PP |
122-131 |
122-131 |
122-131 |
122-145 |
| S1 |
122-078 |
122-078 |
122-149 |
122-104 |
| S2 |
121-313 |
121-313 |
122-137 |
|
| S3 |
121-175 |
121-260 |
122-124 |
|
| S4 |
121-037 |
121-122 |
122-086 |
|
|
| 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 |
122-047 |
0-210 |
0.5% |
0-140 |
0.4% |
55% |
False |
True |
503,792 |
| 10 |
122-257 |
121-245 |
1-012 |
0.8% |
0-125 |
0.3% |
71% |
False |
False |
474,551 |
| 20 |
123-102 |
121-135 |
1-287 |
1.5% |
0-133 |
0.3% |
57% |
False |
False |
519,503 |
| 40 |
123-190 |
121-135 |
2-055 |
1.8% |
0-107 |
0.3% |
50% |
False |
False |
385,543 |
| 60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-085 |
0.2% |
42% |
False |
False |
257,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-132 |
|
2.618 |
123-226 |
|
1.618 |
123-088 |
|
1.000 |
123-003 |
|
0.618 |
122-270 |
|
HIGH |
122-185 |
|
0.618 |
122-132 |
|
0.500 |
122-116 |
|
0.382 |
122-100 |
|
LOW |
122-047 |
|
0.618 |
121-282 |
|
1.000 |
121-229 |
|
1.618 |
121-144 |
|
2.618 |
121-006 |
|
4.250 |
120-100 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
122-147 |
122-159 |
| PP |
122-131 |
122-155 |
| S1 |
122-116 |
122-152 |
|