ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 12-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
119-100 |
119-150 |
0-050 |
0.1% |
118-110 |
High |
119-100 |
119-150 |
0-050 |
0.1% |
119-000 |
Low |
119-100 |
119-150 |
0-050 |
0.1% |
118-040 |
Close |
119-140 |
119-150 |
0-010 |
0.0% |
119-000 |
Range |
|
|
|
|
|
ATR |
0-103 |
0-097 |
-0-007 |
-6.5% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-150 |
119-150 |
119-150 |
|
R3 |
119-150 |
119-150 |
119-150 |
|
R2 |
119-150 |
119-150 |
119-150 |
|
R1 |
119-150 |
119-150 |
119-150 |
119-150 |
PP |
119-150 |
119-150 |
119-150 |
119-150 |
S1 |
119-150 |
119-150 |
119-150 |
119-150 |
S2 |
119-150 |
119-150 |
119-150 |
|
S3 |
119-150 |
119-150 |
119-150 |
|
S4 |
119-150 |
119-150 |
119-150 |
|
|
Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-107 |
121-013 |
119-154 |
|
R3 |
120-147 |
120-053 |
119-077 |
|
R2 |
119-187 |
119-187 |
119-051 |
|
R1 |
119-093 |
119-093 |
119-026 |
119-140 |
PP |
118-227 |
118-227 |
118-227 |
118-250 |
S1 |
118-133 |
118-133 |
118-294 |
118-180 |
S2 |
117-267 |
117-267 |
118-269 |
|
S3 |
116-307 |
117-173 |
118-243 |
|
S4 |
116-027 |
116-213 |
118-166 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-150 |
2.618 |
119-150 |
1.618 |
119-150 |
1.000 |
119-150 |
0.618 |
119-150 |
HIGH |
119-150 |
0.618 |
119-150 |
0.500 |
119-150 |
0.382 |
119-150 |
LOW |
119-150 |
0.618 |
119-150 |
1.000 |
119-150 |
1.618 |
119-150 |
2.618 |
119-150 |
4.250 |
119-150 |
|
|
Fisher Pivots for day following 12-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
119-150 |
119-125 |
PP |
119-150 |
119-100 |
S1 |
119-150 |
119-075 |
|