ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-315 |
124-060 |
0-065 |
0.2% |
123-245 |
High |
124-077 |
124-075 |
-0-002 |
0.0% |
124-077 |
Low |
123-305 |
123-262 |
-0-043 |
-0.1% |
123-240 |
Close |
124-057 |
123-310 |
-0-067 |
-0.2% |
123-310 |
Range |
0-092 |
0-133 |
0-041 |
44.6% |
0-157 |
ATR |
0-088 |
0-091 |
0-003 |
3.7% |
0-000 |
Volume |
457,984 |
520,571 |
62,587 |
13.7% |
1,994,194 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-081 |
125-009 |
124-063 |
|
R3 |
124-268 |
124-196 |
124-027 |
|
R2 |
124-135 |
124-135 |
124-014 |
|
R1 |
124-063 |
124-063 |
124-002 |
124-032 |
PP |
124-002 |
124-002 |
124-002 |
123-307 |
S1 |
123-250 |
123-250 |
123-298 |
123-220 |
S2 |
123-189 |
123-189 |
123-286 |
|
S3 |
123-056 |
123-117 |
123-273 |
|
S4 |
122-243 |
122-304 |
123-237 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-147 |
125-065 |
124-076 |
|
R3 |
124-310 |
124-228 |
124-033 |
|
R2 |
124-153 |
124-153 |
124-019 |
|
R1 |
124-071 |
124-071 |
124-004 |
124-112 |
PP |
123-316 |
123-316 |
123-316 |
124-016 |
S1 |
123-234 |
123-234 |
123-296 |
123-275 |
S2 |
123-159 |
123-159 |
123-281 |
|
S3 |
123-002 |
123-077 |
123-267 |
|
S4 |
122-165 |
122-240 |
123-224 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-000 |
2.618 |
125-103 |
1.618 |
124-290 |
1.000 |
124-208 |
0.618 |
124-157 |
HIGH |
124-075 |
0.618 |
124-024 |
0.500 |
124-008 |
0.382 |
123-313 |
LOW |
123-262 |
0.618 |
123-180 |
1.000 |
123-129 |
1.618 |
123-047 |
2.618 |
122-234 |
4.250 |
122-017 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
124-008 |
124-010 |
PP |
124-002 |
124-003 |
S1 |
123-316 |
123-316 |
|