ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 18-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-260 |
123-310 |
0-050 |
0.1% |
123-275 |
High |
124-060 |
124-070 |
0-010 |
0.0% |
124-060 |
Low |
123-260 |
123-292 |
0-032 |
0.1% |
123-085 |
Close |
124-047 |
124-035 |
-0-012 |
0.0% |
124-047 |
Range |
0-120 |
0-098 |
-0-022 |
-18.3% |
0-295 |
ATR |
0-097 |
0-097 |
0-000 |
0.1% |
0-000 |
Volume |
375,904 |
366,238 |
-9,666 |
-2.6% |
2,156,155 |
|
Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-000 |
124-275 |
124-089 |
|
R3 |
124-222 |
124-177 |
124-062 |
|
R2 |
124-124 |
124-124 |
124-053 |
|
R1 |
124-079 |
124-079 |
124-044 |
124-102 |
PP |
124-026 |
124-026 |
124-026 |
124-037 |
S1 |
123-301 |
123-301 |
124-026 |
124-004 |
S2 |
123-248 |
123-248 |
124-017 |
|
S3 |
123-150 |
123-203 |
124-008 |
|
S4 |
123-052 |
123-105 |
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 |
125-166 |
2.618 |
125-007 |
1.618 |
124-229 |
1.000 |
124-168 |
0.618 |
124-131 |
HIGH |
124-070 |
0.618 |
124-033 |
0.500 |
124-021 |
0.382 |
124-009 |
LOW |
123-292 |
0.618 |
123-231 |
1.000 |
123-194 |
1.618 |
123-133 |
2.618 |
123-035 |
4.250 |
122-196 |
|
|
Fisher Pivots for day following 18-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
124-030 |
124-024 |
PP |
124-026 |
124-013 |
S1 |
124-021 |
124-002 |
|