ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 05-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
124-140 |
124-040 |
-0-100 |
-0.3% |
123-230 |
High |
124-152 |
124-080 |
-0-072 |
-0.2% |
124-200 |
Low |
124-027 |
123-315 |
-0-032 |
-0.1% |
123-210 |
Close |
124-032 |
124-052 |
0-020 |
0.1% |
124-130 |
Range |
0-125 |
0-085 |
-0-040 |
-32.0% |
0-310 |
ATR |
0-074 |
0-075 |
0-001 |
1.0% |
0-000 |
Volume |
437,319 |
406,685 |
-30,634 |
-7.0% |
2,724,063 |
|
Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-297 |
124-260 |
124-099 |
|
R3 |
124-212 |
124-175 |
124-075 |
|
R2 |
124-127 |
124-127 |
124-068 |
|
R1 |
124-090 |
124-090 |
124-060 |
124-108 |
PP |
124-042 |
124-042 |
124-042 |
124-052 |
S1 |
124-005 |
124-005 |
124-044 |
124-024 |
S2 |
123-277 |
123-277 |
124-036 |
|
S3 |
123-192 |
123-240 |
124-029 |
|
S4 |
123-107 |
123-155 |
124-005 |
|
|
Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-043 |
126-237 |
124-300 |
|
R3 |
126-053 |
125-247 |
124-215 |
|
R2 |
125-063 |
125-063 |
124-187 |
|
R1 |
124-257 |
124-257 |
124-158 |
125-000 |
PP |
124-073 |
124-073 |
124-073 |
124-105 |
S1 |
123-267 |
123-267 |
124-102 |
124-010 |
S2 |
123-083 |
123-083 |
124-073 |
|
S3 |
122-093 |
122-277 |
124-045 |
|
S4 |
121-103 |
121-287 |
123-280 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-121 |
2.618 |
124-303 |
1.618 |
124-218 |
1.000 |
124-165 |
0.618 |
124-133 |
HIGH |
124-080 |
0.618 |
124-048 |
0.500 |
124-038 |
0.382 |
124-027 |
LOW |
123-315 |
0.618 |
123-262 |
1.000 |
123-230 |
1.618 |
123-177 |
2.618 |
123-092 |
4.250 |
122-274 |
|
|
Fisher Pivots for day following 05-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
124-047 |
124-098 |
PP |
124-042 |
124-082 |
S1 |
124-038 |
124-067 |
|