ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
123-220 |
123-250 |
0-030 |
0.1% |
123-280 |
| High |
123-280 |
123-280 |
0-000 |
0.0% |
123-310 |
| Low |
123-200 |
123-200 |
0-000 |
0.0% |
123-210 |
| Close |
123-270 |
123-230 |
-0-040 |
-0.1% |
123-250 |
| Range |
0-080 |
0-080 |
0-000 |
0.0% |
0-100 |
| ATR |
0-049 |
0-051 |
0-002 |
4.5% |
0-000 |
| Volume |
94,986 |
206,415 |
111,429 |
117.3% |
38,793 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-157 |
124-113 |
123-274 |
|
| R3 |
124-077 |
124-033 |
123-252 |
|
| R2 |
123-317 |
123-317 |
123-245 |
|
| R1 |
123-273 |
123-273 |
123-237 |
123-255 |
| PP |
123-237 |
123-237 |
123-237 |
123-228 |
| S1 |
123-193 |
123-193 |
123-223 |
123-175 |
| S2 |
123-157 |
123-157 |
123-215 |
|
| S3 |
123-077 |
123-113 |
123-208 |
|
| S4 |
122-317 |
123-033 |
123-186 |
|
|
| 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 |
124-300 |
|
2.618 |
124-169 |
|
1.618 |
124-089 |
|
1.000 |
124-040 |
|
0.618 |
124-009 |
|
HIGH |
123-280 |
|
0.618 |
123-249 |
|
0.500 |
123-240 |
|
0.382 |
123-231 |
|
LOW |
123-200 |
|
0.618 |
123-151 |
|
1.000 |
123-120 |
|
1.618 |
123-071 |
|
2.618 |
122-311 |
|
4.250 |
122-180 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-240 |
123-230 |
| PP |
123-237 |
123-230 |
| S1 |
123-233 |
123-230 |
|