ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 13-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
124-017 |
123-250 |
-0-087 |
-0.2% |
124-140 |
High |
124-035 |
124-002 |
-0-033 |
-0.1% |
124-152 |
Low |
123-230 |
123-217 |
-0-013 |
0.0% |
123-252 |
Close |
123-245 |
123-312 |
0-067 |
0.2% |
123-297 |
Range |
0-125 |
0-105 |
-0-020 |
-16.0% |
0-220 |
ATR |
0-095 |
0-096 |
0-001 |
0.8% |
0-000 |
Volume |
423,827 |
474,699 |
50,872 |
12.0% |
2,429,232 |
|
Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-279 |
124-240 |
124-050 |
|
R3 |
124-174 |
124-135 |
124-021 |
|
R2 |
124-069 |
124-069 |
124-011 |
|
R1 |
124-030 |
124-030 |
124-002 |
124-050 |
PP |
123-284 |
123-284 |
123-284 |
123-293 |
S1 |
123-245 |
123-245 |
123-302 |
123-264 |
S2 |
123-179 |
123-179 |
123-293 |
|
S3 |
123-074 |
123-140 |
123-283 |
|
S4 |
122-289 |
123-035 |
123-254 |
|
|
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 |
125-128 |
2.618 |
124-277 |
1.618 |
124-172 |
1.000 |
124-107 |
0.618 |
124-067 |
HIGH |
124-002 |
0.618 |
123-282 |
0.500 |
123-270 |
0.382 |
123-257 |
LOW |
123-217 |
0.618 |
123-152 |
1.000 |
123-112 |
1.618 |
123-047 |
2.618 |
122-262 |
4.250 |
122-091 |
|
|
Fisher Pivots for day following 13-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-298 |
123-282 |
PP |
123-284 |
123-251 |
S1 |
123-270 |
123-221 |
|