ECBOT 5 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 19-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
119-220 |
119-200 |
-0-020 |
-0.1% |
119-100 |
High |
119-220 |
119-200 |
-0-020 |
-0.1% |
119-200 |
Low |
119-220 |
119-200 |
-0-020 |
-0.1% |
119-100 |
Close |
119-220 |
119-160 |
-0-060 |
-0.2% |
119-200 |
Range |
|
|
|
|
|
ATR |
0-084 |
0-079 |
-0-005 |
-5.4% |
0-000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-187 |
119-173 |
119-160 |
|
R3 |
119-187 |
119-173 |
119-160 |
|
R2 |
119-187 |
119-187 |
119-160 |
|
R1 |
119-173 |
119-173 |
119-160 |
119-180 |
PP |
119-187 |
119-187 |
119-187 |
119-190 |
S1 |
119-173 |
119-173 |
119-160 |
119-180 |
S2 |
119-187 |
119-187 |
119-160 |
|
S3 |
119-187 |
119-173 |
119-160 |
|
S4 |
119-187 |
119-173 |
119-160 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-147 |
120-113 |
119-255 |
|
R3 |
120-047 |
120-013 |
119-228 |
|
R2 |
119-267 |
119-267 |
119-218 |
|
R1 |
119-233 |
119-233 |
119-209 |
119-250 |
PP |
119-167 |
119-167 |
119-167 |
119-175 |
S1 |
119-133 |
119-133 |
119-191 |
119-150 |
S2 |
119-067 |
119-067 |
119-182 |
|
S3 |
118-287 |
119-033 |
119-172 |
|
S4 |
118-187 |
118-253 |
119-145 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-200 |
2.618 |
119-200 |
1.618 |
119-200 |
1.000 |
119-200 |
0.618 |
119-200 |
HIGH |
119-200 |
0.618 |
119-200 |
0.500 |
119-200 |
0.382 |
119-200 |
LOW |
119-200 |
0.618 |
119-200 |
1.000 |
119-200 |
1.618 |
119-200 |
2.618 |
119-200 |
4.250 |
119-200 |
|
|
Fisher Pivots for day following 19-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
119-200 |
119-210 |
PP |
119-187 |
119-193 |
S1 |
119-173 |
119-177 |
|