ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
123-120 |
123-200 |
0-080 |
0.2% |
123-140 |
| High |
123-250 |
123-200 |
-0-050 |
-0.1% |
123-250 |
| Low |
123-120 |
123-190 |
0-070 |
0.2% |
123-080 |
| Close |
123-180 |
123-190 |
0-010 |
0.0% |
123-180 |
| Range |
0-130 |
0-010 |
-0-120 |
-92.3% |
0-170 |
| ATR |
0-042 |
0-041 |
-0-002 |
-3.8% |
0-000 |
| Volume |
769 |
553 |
-216 |
-28.1% |
3,613 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-223 |
123-217 |
123-196 |
|
| R3 |
123-213 |
123-207 |
123-193 |
|
| R2 |
123-203 |
123-203 |
123-192 |
|
| R1 |
123-197 |
123-197 |
123-191 |
123-195 |
| PP |
123-193 |
123-193 |
123-193 |
123-192 |
| S1 |
123-187 |
123-187 |
123-189 |
123-185 |
| S2 |
123-183 |
123-183 |
123-188 |
|
| S3 |
123-173 |
123-177 |
123-187 |
|
| S4 |
123-163 |
123-167 |
123-184 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-040 |
124-280 |
123-274 |
|
| R3 |
124-190 |
124-110 |
123-227 |
|
| R2 |
124-020 |
124-020 |
123-211 |
|
| R1 |
123-260 |
123-260 |
123-196 |
123-300 |
| PP |
123-170 |
123-170 |
123-170 |
123-190 |
| S1 |
123-090 |
123-090 |
123-164 |
123-130 |
| S2 |
123-000 |
123-000 |
123-149 |
|
| S3 |
122-150 |
122-240 |
123-133 |
|
| S4 |
121-300 |
122-070 |
123-086 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-242 |
|
2.618 |
123-226 |
|
1.618 |
123-216 |
|
1.000 |
123-210 |
|
0.618 |
123-206 |
|
HIGH |
123-200 |
|
0.618 |
123-196 |
|
0.500 |
123-195 |
|
0.382 |
123-194 |
|
LOW |
123-190 |
|
0.618 |
123-184 |
|
1.000 |
123-180 |
|
1.618 |
123-174 |
|
2.618 |
123-164 |
|
4.250 |
123-148 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-195 |
123-188 |
| PP |
123-193 |
123-187 |
| S1 |
123-192 |
123-185 |
|