ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 19-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-310 |
124-040 |
0-050 |
0.1% |
123-275 |
High |
124-070 |
124-065 |
-0-005 |
0.0% |
124-060 |
Low |
123-292 |
123-295 |
0-003 |
0.0% |
123-085 |
Close |
124-035 |
124-007 |
-0-028 |
-0.1% |
124-047 |
Range |
0-098 |
0-090 |
-0-008 |
-8.2% |
0-295 |
ATR |
0-097 |
0-096 |
0-000 |
-0.5% |
0-000 |
Volume |
366,238 |
390,081 |
23,843 |
6.5% |
2,156,155 |
|
Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-286 |
124-236 |
124-056 |
|
R3 |
124-196 |
124-146 |
124-032 |
|
R2 |
124-106 |
124-106 |
124-024 |
|
R1 |
124-056 |
124-056 |
124-015 |
124-036 |
PP |
124-016 |
124-016 |
124-016 |
124-006 |
S1 |
123-286 |
123-286 |
123-319 |
123-266 |
S2 |
123-246 |
123-246 |
123-310 |
|
S3 |
123-156 |
123-196 |
123-302 |
|
S4 |
123-066 |
123-106 |
123-278 |
|
|
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 |
125-128 |
2.618 |
124-301 |
1.618 |
124-211 |
1.000 |
124-155 |
0.618 |
124-121 |
HIGH |
124-065 |
0.618 |
124-031 |
0.500 |
124-020 |
0.382 |
124-009 |
LOW |
123-295 |
0.618 |
123-239 |
1.000 |
123-205 |
1.618 |
123-149 |
2.618 |
123-059 |
4.250 |
122-232 |
|
|
Fisher Pivots for day following 19-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
124-020 |
124-006 |
PP |
124-016 |
124-006 |
S1 |
124-011 |
124-005 |
|