ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 26-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-245 |
124-005 |
0-080 |
0.2% |
123-310 |
High |
124-012 |
124-012 |
0-000 |
0.0% |
124-070 |
Low |
123-240 |
123-275 |
0-035 |
0.1% |
123-227 |
Close |
124-005 |
123-305 |
-0-020 |
-0.1% |
123-247 |
Range |
0-092 |
0-057 |
-0-035 |
-38.0% |
0-163 |
ATR |
0-094 |
0-091 |
-0-003 |
-2.8% |
0-000 |
Volume |
300,796 |
350,175 |
49,379 |
16.4% |
2,139,559 |
|
Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-155 |
124-127 |
124-016 |
|
R3 |
124-098 |
124-070 |
124-001 |
|
R2 |
124-041 |
124-041 |
123-315 |
|
R1 |
124-013 |
124-013 |
123-310 |
123-318 |
PP |
123-304 |
123-304 |
123-304 |
123-297 |
S1 |
123-276 |
123-276 |
123-300 |
123-262 |
S2 |
123-247 |
123-247 |
123-295 |
|
S3 |
123-190 |
123-219 |
123-289 |
|
S4 |
123-133 |
123-162 |
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 |
124-254 |
2.618 |
124-161 |
1.618 |
124-104 |
1.000 |
124-069 |
0.618 |
124-047 |
HIGH |
124-012 |
0.618 |
123-310 |
0.500 |
123-304 |
0.382 |
123-297 |
LOW |
123-275 |
0.618 |
123-240 |
1.000 |
123-218 |
1.618 |
123-183 |
2.618 |
123-126 |
4.250 |
123-033 |
|
|
Fisher Pivots for day following 26-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-304 |
123-297 |
PP |
123-304 |
123-290 |
S1 |
123-304 |
123-282 |
|