ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-302 |
123-275 |
-0-027 |
-0.1% |
124-140 |
High |
124-067 |
124-037 |
-0-030 |
-0.1% |
124-152 |
Low |
123-287 |
123-085 |
-0-202 |
-0.5% |
123-252 |
Close |
123-297 |
124-012 |
0-035 |
0.1% |
123-297 |
Range |
0-100 |
0-272 |
0-172 |
172.0% |
0-220 |
ATR |
0-079 |
0-093 |
0-014 |
17.5% |
0-000 |
Volume |
371,682 |
444,476 |
72,794 |
19.6% |
2,429,232 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-114 |
126-015 |
124-162 |
|
R3 |
125-162 |
125-063 |
124-087 |
|
R2 |
124-210 |
124-210 |
124-062 |
|
R1 |
124-111 |
124-111 |
124-037 |
124-160 |
PP |
123-258 |
123-258 |
123-258 |
123-283 |
S1 |
123-159 |
123-159 |
123-307 |
123-208 |
S2 |
122-306 |
122-306 |
123-282 |
|
S3 |
122-034 |
122-207 |
123-257 |
|
S4 |
121-082 |
121-255 |
123-182 |
|
|
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 |
127-233 |
2.618 |
126-109 |
1.618 |
125-157 |
1.000 |
124-309 |
0.618 |
124-205 |
HIGH |
124-037 |
0.618 |
123-253 |
0.500 |
123-221 |
0.382 |
123-189 |
LOW |
123-085 |
0.618 |
122-237 |
1.000 |
122-133 |
1.618 |
121-285 |
2.618 |
121-013 |
4.250 |
119-209 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-295 |
123-300 |
PP |
123-258 |
123-268 |
S1 |
123-221 |
123-236 |
|