ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 12-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-275 |
124-017 |
0-062 |
0.2% |
124-140 |
High |
124-037 |
124-035 |
-0-002 |
0.0% |
124-152 |
Low |
123-085 |
123-230 |
0-145 |
0.4% |
123-252 |
Close |
124-012 |
123-245 |
-0-087 |
-0.2% |
123-297 |
Range |
0-272 |
0-125 |
-0-147 |
-54.0% |
0-220 |
ATR |
0-093 |
0-095 |
0-002 |
2.5% |
0-000 |
Volume |
444,476 |
423,827 |
-20,649 |
-4.6% |
2,429,232 |
|
Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-012 |
124-253 |
123-314 |
|
R3 |
124-207 |
124-128 |
123-279 |
|
R2 |
124-082 |
124-082 |
123-268 |
|
R1 |
124-003 |
124-003 |
123-256 |
123-300 |
PP |
123-277 |
123-277 |
123-277 |
123-265 |
S1 |
123-198 |
123-198 |
123-234 |
123-175 |
S2 |
123-152 |
123-152 |
123-222 |
|
S3 |
123-027 |
123-073 |
123-211 |
|
S4 |
122-222 |
122-268 |
123-176 |
|
|
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 |
125-246 |
2.618 |
125-042 |
1.618 |
124-237 |
1.000 |
124-160 |
0.618 |
124-112 |
HIGH |
124-035 |
0.618 |
123-307 |
0.500 |
123-292 |
0.382 |
123-278 |
LOW |
123-230 |
0.618 |
123-153 |
1.000 |
123-105 |
1.618 |
123-028 |
2.618 |
122-223 |
4.250 |
122-019 |
|
|
Fisher Pivots for day following 12-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-292 |
123-242 |
PP |
123-277 |
123-239 |
S1 |
123-261 |
123-236 |
|