ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
123-220 |
123-230 |
0-010 |
0.0% |
123-240 |
| High |
123-260 |
123-270 |
0-010 |
0.0% |
123-280 |
| Low |
123-200 |
123-210 |
0-010 |
0.0% |
123-180 |
| Close |
123-240 |
123-230 |
-0-010 |
0.0% |
123-240 |
| Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-100 |
| ATR |
0-052 |
0-053 |
0-001 |
1.1% |
0-000 |
| Volume |
381,871 |
336,919 |
-44,952 |
-11.8% |
725,840 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-097 |
124-063 |
123-263 |
|
| R3 |
124-037 |
124-003 |
123-246 |
|
| R2 |
123-297 |
123-297 |
123-241 |
|
| R1 |
123-263 |
123-263 |
123-236 |
123-260 |
| PP |
123-237 |
123-237 |
123-237 |
123-235 |
| S1 |
123-203 |
123-203 |
123-224 |
123-200 |
| S2 |
123-177 |
123-177 |
123-219 |
|
| S3 |
123-117 |
123-143 |
123-214 |
|
| S4 |
123-057 |
123-083 |
123-197 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-213 |
124-167 |
123-295 |
|
| R3 |
124-113 |
124-067 |
123-268 |
|
| R2 |
124-013 |
124-013 |
123-258 |
|
| R1 |
123-287 |
123-287 |
123-249 |
123-290 |
| PP |
123-233 |
123-233 |
123-233 |
123-235 |
| S1 |
123-187 |
123-187 |
123-231 |
123-190 |
| S2 |
123-133 |
123-133 |
123-222 |
|
| S3 |
123-033 |
123-087 |
123-212 |
|
| S4 |
122-253 |
122-307 |
123-185 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-205 |
|
2.618 |
124-107 |
|
1.618 |
124-047 |
|
1.000 |
124-010 |
|
0.618 |
123-307 |
|
HIGH |
123-270 |
|
0.618 |
123-247 |
|
0.500 |
123-240 |
|
0.382 |
123-233 |
|
LOW |
123-210 |
|
0.618 |
123-173 |
|
1.000 |
123-150 |
|
1.618 |
123-113 |
|
2.618 |
123-053 |
|
4.250 |
122-275 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-240 |
123-240 |
| PP |
123-237 |
123-237 |
| S1 |
123-233 |
123-233 |
|