ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 18-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
123-090 |
123-100 |
0-010 |
0.0% |
123-030 |
High |
123-150 |
123-110 |
-0-040 |
-0.1% |
123-150 |
Low |
123-090 |
123-100 |
0-010 |
0.0% |
123-010 |
Close |
123-150 |
123-110 |
-0-040 |
-0.1% |
123-130 |
Range |
0-060 |
0-010 |
-0-050 |
-83.3% |
0-140 |
ATR |
|
|
|
|
|
Volume |
77 |
49 |
-28 |
-36.4% |
66 |
|
Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-137 |
123-133 |
123-116 |
|
R3 |
123-127 |
123-123 |
123-113 |
|
R2 |
123-117 |
123-117 |
123-112 |
|
R1 |
123-113 |
123-113 |
123-111 |
123-115 |
PP |
123-107 |
123-107 |
123-107 |
123-108 |
S1 |
123-103 |
123-103 |
123-109 |
123-105 |
S2 |
123-097 |
123-097 |
123-108 |
|
S3 |
123-087 |
123-093 |
123-107 |
|
S4 |
123-077 |
123-083 |
123-104 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-197 |
124-143 |
123-207 |
|
R3 |
124-057 |
124-003 |
123-168 |
|
R2 |
123-237 |
123-237 |
123-156 |
|
R1 |
123-183 |
123-183 |
123-143 |
123-210 |
PP |
123-097 |
123-097 |
123-097 |
123-110 |
S1 |
123-043 |
123-043 |
123-117 |
123-070 |
S2 |
122-277 |
122-277 |
123-104 |
|
S3 |
122-137 |
122-223 |
123-092 |
|
S4 |
121-317 |
122-083 |
123-053 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-152 |
2.618 |
123-136 |
1.618 |
123-126 |
1.000 |
123-120 |
0.618 |
123-116 |
HIGH |
123-110 |
0.618 |
123-106 |
0.500 |
123-105 |
0.382 |
123-104 |
LOW |
123-100 |
0.618 |
123-094 |
1.000 |
123-090 |
1.618 |
123-084 |
2.618 |
123-074 |
4.250 |
123-058 |
|
|
Fisher Pivots for day following 18-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
123-108 |
123-120 |
PP |
123-107 |
123-117 |
S1 |
123-105 |
123-113 |
|