ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
123-250 |
123-240 |
-0-010 |
0.0% |
123-280 |
| High |
123-260 |
123-260 |
0-000 |
0.0% |
123-310 |
| Low |
123-210 |
123-210 |
0-000 |
0.0% |
123-210 |
| Close |
123-250 |
123-250 |
0-000 |
0.0% |
123-250 |
| Range |
0-050 |
0-050 |
0-000 |
0.0% |
0-100 |
| ATR |
0-045 |
0-045 |
0-000 |
0.8% |
0-000 |
| Volume |
4,394 |
11,244 |
6,850 |
155.9% |
38,793 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-070 |
124-050 |
123-278 |
|
| R3 |
124-020 |
124-000 |
123-264 |
|
| R2 |
123-290 |
123-290 |
123-259 |
|
| R1 |
123-270 |
123-270 |
123-255 |
123-280 |
| PP |
123-240 |
123-240 |
123-240 |
123-245 |
| S1 |
123-220 |
123-220 |
123-245 |
123-230 |
| S2 |
123-190 |
123-190 |
123-241 |
|
| S3 |
123-140 |
123-170 |
123-236 |
|
| S4 |
123-090 |
123-120 |
123-222 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-237 |
124-183 |
123-305 |
|
| R3 |
124-137 |
124-083 |
123-278 |
|
| R2 |
124-037 |
124-037 |
123-268 |
|
| R1 |
123-303 |
123-303 |
123-259 |
123-280 |
| PP |
123-257 |
123-257 |
123-257 |
123-245 |
| S1 |
123-203 |
123-203 |
123-241 |
123-180 |
| S2 |
123-157 |
123-157 |
123-232 |
|
| S3 |
123-057 |
123-103 |
123-222 |
|
| S4 |
122-277 |
123-003 |
123-195 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-152 |
|
2.618 |
124-071 |
|
1.618 |
124-021 |
|
1.000 |
123-310 |
|
0.618 |
123-291 |
|
HIGH |
123-260 |
|
0.618 |
123-241 |
|
0.500 |
123-235 |
|
0.382 |
123-229 |
|
LOW |
123-210 |
|
0.618 |
123-179 |
|
1.000 |
123-160 |
|
1.618 |
123-129 |
|
2.618 |
123-079 |
|
4.250 |
122-318 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-245 |
123-247 |
| PP |
123-240 |
123-243 |
| S1 |
123-235 |
123-240 |
|