ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 08-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-260 |
123-302 |
0-042 |
0.1% |
124-140 |
High |
123-307 |
124-067 |
0-080 |
0.2% |
124-152 |
Low |
123-252 |
123-287 |
0-035 |
0.1% |
123-252 |
Close |
123-295 |
123-297 |
0-002 |
0.0% |
123-297 |
Range |
0-055 |
0-100 |
0-045 |
81.8% |
0-220 |
ATR |
0-077 |
0-079 |
0-002 |
2.1% |
0-000 |
Volume |
545,172 |
371,682 |
-173,490 |
-31.8% |
2,429,232 |
|
Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-304 |
124-240 |
124-032 |
|
R3 |
124-204 |
124-140 |
124-004 |
|
R2 |
124-104 |
124-104 |
123-315 |
|
R1 |
124-040 |
124-040 |
123-306 |
124-022 |
PP |
124-004 |
124-004 |
124-004 |
123-314 |
S1 |
123-260 |
123-260 |
123-288 |
123-242 |
S2 |
123-224 |
123-224 |
123-279 |
|
S3 |
123-124 |
123-160 |
123-270 |
|
S4 |
123-024 |
123-060 |
123-242 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-040 |
125-229 |
124-098 |
|
R3 |
125-140 |
125-009 |
124-038 |
|
R2 |
124-240 |
124-240 |
124-017 |
|
R1 |
124-109 |
124-109 |
123-317 |
124-064 |
PP |
124-020 |
124-020 |
124-020 |
123-318 |
S1 |
123-209 |
123-209 |
123-277 |
123-164 |
S2 |
123-120 |
123-120 |
123-257 |
|
S3 |
122-220 |
122-309 |
123-236 |
|
S4 |
122-000 |
122-089 |
123-176 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-172 |
2.618 |
125-009 |
1.618 |
124-229 |
1.000 |
124-167 |
0.618 |
124-129 |
HIGH |
124-067 |
0.618 |
124-029 |
0.500 |
124-017 |
0.382 |
124-005 |
LOW |
123-287 |
0.618 |
123-225 |
1.000 |
123-187 |
1.618 |
123-125 |
2.618 |
123-025 |
4.250 |
122-182 |
|
|
Fisher Pivots for day following 08-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
124-017 |
124-000 |
PP |
124-004 |
123-312 |
S1 |
123-310 |
123-304 |
|