ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 15-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-312 |
123-260 |
-0-052 |
-0.1% |
123-275 |
High |
124-020 |
124-060 |
0-040 |
0.1% |
124-060 |
Low |
123-255 |
123-260 |
0-005 |
0.0% |
123-085 |
Close |
123-292 |
124-047 |
0-075 |
0.2% |
124-047 |
Range |
0-085 |
0-120 |
0-035 |
41.2% |
0-295 |
ATR |
0-095 |
0-097 |
0-002 |
1.9% |
0-000 |
Volume |
437,249 |
375,904 |
-61,345 |
-14.0% |
2,156,155 |
|
Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-056 |
125-011 |
124-113 |
|
R3 |
124-256 |
124-211 |
124-080 |
|
R2 |
124-136 |
124-136 |
124-069 |
|
R1 |
124-091 |
124-091 |
124-058 |
124-114 |
PP |
124-016 |
124-016 |
124-016 |
124-027 |
S1 |
123-291 |
123-291 |
124-036 |
123-314 |
S2 |
123-216 |
123-216 |
124-025 |
|
S3 |
123-096 |
123-171 |
124-014 |
|
S4 |
122-296 |
123-051 |
123-301 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-202 |
126-100 |
124-209 |
|
R3 |
125-227 |
125-125 |
124-128 |
|
R2 |
124-252 |
124-252 |
124-101 |
|
R1 |
124-150 |
124-150 |
124-074 |
124-201 |
PP |
123-277 |
123-277 |
123-277 |
123-303 |
S1 |
123-175 |
123-175 |
124-020 |
123-226 |
S2 |
122-302 |
122-302 |
123-313 |
|
S3 |
122-007 |
122-200 |
123-286 |
|
S4 |
121-032 |
121-225 |
123-205 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-250 |
2.618 |
125-054 |
1.618 |
124-254 |
1.000 |
124-180 |
0.618 |
124-134 |
HIGH |
124-060 |
0.618 |
124-014 |
0.500 |
124-000 |
0.382 |
123-306 |
LOW |
123-260 |
0.618 |
123-186 |
1.000 |
123-140 |
1.618 |
123-066 |
2.618 |
122-266 |
4.250 |
122-070 |
|
|
Fisher Pivots for day following 15-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
124-031 |
124-024 |
PP |
124-016 |
124-001 |
S1 |
124-000 |
123-298 |
|