ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 25-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-275 |
123-245 |
-0-030 |
-0.1% |
123-310 |
High |
123-292 |
124-012 |
0-040 |
0.1% |
124-070 |
Low |
123-232 |
123-240 |
0-008 |
0.0% |
123-227 |
Close |
123-247 |
124-005 |
0-078 |
0.2% |
123-247 |
Range |
0-060 |
0-092 |
0-032 |
53.3% |
0-163 |
ATR |
0-094 |
0-094 |
0-000 |
-0.1% |
0-000 |
Volume |
333,638 |
300,796 |
-32,842 |
-9.8% |
2,139,559 |
|
Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-255 |
124-222 |
124-056 |
|
R3 |
124-163 |
124-130 |
124-030 |
|
R2 |
124-071 |
124-071 |
124-022 |
|
R1 |
124-038 |
124-038 |
124-013 |
124-054 |
PP |
123-299 |
123-299 |
123-299 |
123-307 |
S1 |
123-266 |
123-266 |
123-317 |
123-282 |
S2 |
123-207 |
123-207 |
123-308 |
|
S3 |
123-115 |
123-174 |
123-300 |
|
S4 |
123-023 |
123-082 |
123-274 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-137 |
125-035 |
124-017 |
|
R3 |
124-294 |
124-192 |
123-292 |
|
R2 |
124-131 |
124-131 |
123-277 |
|
R1 |
124-029 |
124-029 |
123-262 |
123-318 |
PP |
123-288 |
123-288 |
123-288 |
123-273 |
S1 |
123-186 |
123-186 |
123-232 |
123-156 |
S2 |
123-125 |
123-125 |
123-217 |
|
S3 |
122-282 |
123-023 |
123-202 |
|
S4 |
122-119 |
122-180 |
123-157 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-083 |
2.618 |
124-253 |
1.618 |
124-161 |
1.000 |
124-104 |
0.618 |
124-069 |
HIGH |
124-012 |
0.618 |
123-297 |
0.500 |
123-286 |
0.382 |
123-275 |
LOW |
123-240 |
0.618 |
123-183 |
1.000 |
123-148 |
1.618 |
123-091 |
2.618 |
122-319 |
4.250 |
122-169 |
|
|
Fisher Pivots for day following 25-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-312 |
123-310 |
PP |
123-299 |
123-296 |
S1 |
123-286 |
123-281 |
|