ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 27-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
124-005 |
123-305 |
-0-020 |
-0.1% |
123-310 |
High |
124-012 |
124-007 |
-0-005 |
0.0% |
124-070 |
Low |
123-275 |
123-285 |
0-010 |
0.0% |
123-227 |
Close |
123-305 |
124-000 |
0-015 |
0.0% |
123-247 |
Range |
0-057 |
0-042 |
-0-015 |
-26.3% |
0-163 |
ATR |
0-091 |
0-087 |
-0-003 |
-3.8% |
0-000 |
Volume |
350,175 |
364,668 |
14,493 |
4.1% |
2,139,559 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-117 |
124-100 |
124-023 |
|
R3 |
124-075 |
124-058 |
124-012 |
|
R2 |
124-033 |
124-033 |
124-008 |
|
R1 |
124-016 |
124-016 |
124-004 |
124-024 |
PP |
123-311 |
123-311 |
123-311 |
123-315 |
S1 |
123-294 |
123-294 |
123-316 |
123-302 |
S2 |
123-269 |
123-269 |
123-312 |
|
S3 |
123-227 |
123-252 |
123-308 |
|
S4 |
123-185 |
123-210 |
123-297 |
|
|
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 |
124-186 |
2.618 |
124-117 |
1.618 |
124-075 |
1.000 |
124-049 |
0.618 |
124-033 |
HIGH |
124-007 |
0.618 |
123-311 |
0.500 |
123-306 |
0.382 |
123-301 |
LOW |
123-285 |
0.618 |
123-259 |
1.000 |
123-243 |
1.618 |
123-217 |
2.618 |
123-175 |
4.250 |
123-106 |
|
|
Fisher Pivots for day following 27-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-315 |
123-309 |
PP |
123-311 |
123-297 |
S1 |
123-306 |
123-286 |
|