ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
118-020 |
117-270 |
-0-070 |
-0.2% |
119-120 |
High |
118-020 |
117-270 |
-0-070 |
-0.2% |
119-120 |
Low |
118-020 |
117-270 |
-0-070 |
-0.2% |
117-270 |
Close |
118-020 |
117-270 |
-0-070 |
-0.2% |
117-270 |
Range |
|
|
|
|
|
ATR |
0-075 |
0-075 |
0-000 |
-0.5% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-270 |
117-270 |
117-270 |
|
R3 |
117-270 |
117-270 |
117-270 |
|
R2 |
117-270 |
117-270 |
117-270 |
|
R1 |
117-270 |
117-270 |
117-270 |
117-270 |
PP |
117-270 |
117-270 |
117-270 |
117-270 |
S1 |
117-270 |
117-270 |
117-270 |
117-270 |
S2 |
117-270 |
117-270 |
117-270 |
|
S3 |
117-270 |
117-270 |
117-270 |
|
S4 |
117-270 |
117-270 |
117-270 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-303 |
121-297 |
118-220 |
|
R3 |
121-133 |
120-127 |
118-085 |
|
R2 |
119-283 |
119-283 |
118-040 |
|
R1 |
118-277 |
118-277 |
117-315 |
118-195 |
PP |
118-113 |
118-113 |
118-113 |
118-072 |
S1 |
117-107 |
117-107 |
117-225 |
117-025 |
S2 |
116-263 |
116-263 |
117-180 |
|
S3 |
115-093 |
115-257 |
117-135 |
|
S4 |
113-243 |
114-087 |
117-000 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-270 |
2.618 |
117-270 |
1.618 |
117-270 |
1.000 |
117-270 |
0.618 |
117-270 |
HIGH |
117-270 |
0.618 |
117-270 |
0.500 |
117-270 |
0.382 |
117-270 |
LOW |
117-270 |
0.618 |
117-270 |
1.000 |
117-270 |
1.618 |
117-270 |
2.618 |
117-270 |
4.250 |
117-270 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
117-270 |
118-035 |
PP |
117-270 |
118-007 |
S1 |
117-270 |
117-298 |
|