ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
123-240 |
123-240 |
0-000 |
0.0% |
123-280 |
| High |
123-260 |
123-240 |
-0-020 |
-0.1% |
123-310 |
| Low |
123-210 |
123-180 |
-0-030 |
-0.1% |
123-210 |
| Close |
123-250 |
123-200 |
-0-050 |
-0.1% |
123-250 |
| Range |
0-050 |
0-060 |
0-010 |
20.0% |
0-100 |
| ATR |
0-045 |
0-047 |
0-002 |
3.9% |
0-000 |
| Volume |
11,244 |
31,324 |
20,080 |
178.6% |
38,793 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-067 |
124-033 |
123-233 |
|
| R3 |
124-007 |
123-293 |
123-216 |
|
| R2 |
123-267 |
123-267 |
123-211 |
|
| R1 |
123-233 |
123-233 |
123-206 |
123-220 |
| PP |
123-207 |
123-207 |
123-207 |
123-200 |
| S1 |
123-173 |
123-173 |
123-194 |
123-160 |
| S2 |
123-147 |
123-147 |
123-189 |
|
| S3 |
123-087 |
123-113 |
123-184 |
|
| S4 |
123-027 |
123-053 |
123-167 |
|
|
| 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 |
124-175 |
|
2.618 |
124-077 |
|
1.618 |
124-017 |
|
1.000 |
123-300 |
|
0.618 |
123-277 |
|
HIGH |
123-240 |
|
0.618 |
123-217 |
|
0.500 |
123-210 |
|
0.382 |
123-203 |
|
LOW |
123-180 |
|
0.618 |
123-143 |
|
1.000 |
123-120 |
|
1.618 |
123-083 |
|
2.618 |
123-023 |
|
4.250 |
122-245 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-210 |
123-220 |
| PP |
123-207 |
123-213 |
| S1 |
123-203 |
123-207 |
|