ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
123-050 |
123-090 |
0-040 |
0.1% |
123-040 |
| High |
123-050 |
123-100 |
0-050 |
0.1% |
123-050 |
| Low |
123-050 |
123-090 |
0-040 |
0.1% |
123-000 |
| Close |
123-050 |
123-100 |
0-050 |
0.1% |
123-030 |
| Range |
0-000 |
0-010 |
0-010 |
|
0-050 |
| ATR |
|
|
|
|
|
| Volume |
1,169 |
1,858 |
689 |
58.9% |
8,062 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-127 |
123-123 |
123-106 |
|
| R3 |
123-117 |
123-113 |
123-103 |
|
| R2 |
123-107 |
123-107 |
123-102 |
|
| R1 |
123-103 |
123-103 |
123-101 |
123-105 |
| PP |
123-097 |
123-097 |
123-097 |
123-098 |
| S1 |
123-093 |
123-093 |
123-099 |
123-095 |
| S2 |
123-087 |
123-087 |
123-098 |
|
| S3 |
123-077 |
123-083 |
123-097 |
|
| S4 |
123-067 |
123-073 |
123-094 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-177 |
123-153 |
123-058 |
|
| R3 |
123-127 |
123-103 |
123-044 |
|
| R2 |
123-077 |
123-077 |
123-039 |
|
| R1 |
123-053 |
123-053 |
123-035 |
123-040 |
| PP |
123-027 |
123-027 |
123-027 |
123-020 |
| S1 |
123-003 |
123-003 |
123-025 |
122-310 |
| S2 |
122-297 |
122-297 |
123-021 |
|
| S3 |
122-247 |
122-273 |
123-016 |
|
| S4 |
122-197 |
122-223 |
123-002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-142 |
|
2.618 |
123-126 |
|
1.618 |
123-116 |
|
1.000 |
123-110 |
|
0.618 |
123-106 |
|
HIGH |
123-100 |
|
0.618 |
123-096 |
|
0.500 |
123-095 |
|
0.382 |
123-094 |
|
LOW |
123-090 |
|
0.618 |
123-084 |
|
1.000 |
123-080 |
|
1.618 |
123-074 |
|
2.618 |
123-064 |
|
4.250 |
123-048 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-098 |
123-093 |
| PP |
123-097 |
123-087 |
| S1 |
123-095 |
123-080 |
|