ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-317 |
123-230 |
-0-087 |
-0.2% |
123-275 |
High |
124-017 |
123-312 |
-0-025 |
-0.1% |
124-060 |
Low |
123-227 |
123-230 |
0-003 |
0.0% |
123-085 |
Close |
123-252 |
123-282 |
0-030 |
0.1% |
124-047 |
Range |
0-110 |
0-082 |
-0-028 |
-25.5% |
0-295 |
ATR |
0-097 |
0-096 |
-0-001 |
-1.1% |
0-000 |
Volume |
603,771 |
445,831 |
-157,940 |
-26.2% |
2,156,155 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-201 |
124-163 |
124-007 |
|
R3 |
124-119 |
124-081 |
123-305 |
|
R2 |
124-037 |
124-037 |
123-297 |
|
R1 |
123-319 |
123-319 |
123-290 |
124-018 |
PP |
123-275 |
123-275 |
123-275 |
123-284 |
S1 |
123-237 |
123-237 |
123-274 |
123-256 |
S2 |
123-193 |
123-193 |
123-267 |
|
S3 |
123-111 |
123-155 |
123-259 |
|
S4 |
123-029 |
123-073 |
123-237 |
|
|
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 |
125-020 |
2.618 |
124-207 |
1.618 |
124-125 |
1.000 |
124-074 |
0.618 |
124-043 |
HIGH |
123-312 |
0.618 |
123-281 |
0.500 |
123-271 |
0.382 |
123-261 |
LOW |
123-230 |
0.618 |
123-179 |
1.000 |
123-148 |
1.618 |
123-097 |
2.618 |
123-015 |
4.250 |
122-202 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-278 |
123-306 |
PP |
123-275 |
123-298 |
S1 |
123-271 |
123-290 |
|