ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
123-317 |
124-077 |
0-080 |
0.2% |
123-245 |
High |
124-115 |
124-097 |
-0-018 |
0.0% |
124-077 |
Low |
123-307 |
124-025 |
0-038 |
0.1% |
123-240 |
Close |
124-090 |
124-035 |
-0-055 |
-0.1% |
123-310 |
Range |
0-128 |
0-072 |
-0-056 |
-43.8% |
0-157 |
ATR |
0-094 |
0-092 |
-0-002 |
-1.6% |
0-000 |
Volume |
458,557 |
335 |
-458,222 |
-99.9% |
1,994,194 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-268 |
124-224 |
124-075 |
|
R3 |
124-196 |
124-152 |
124-055 |
|
R2 |
124-124 |
124-124 |
124-048 |
|
R1 |
124-080 |
124-080 |
124-042 |
124-066 |
PP |
124-052 |
124-052 |
124-052 |
124-046 |
S1 |
124-008 |
124-008 |
124-028 |
123-314 |
S2 |
123-300 |
123-300 |
124-022 |
|
S3 |
123-228 |
123-256 |
124-015 |
|
S4 |
123-156 |
123-184 |
123-315 |
|
|
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 |
125-083 |
2.618 |
124-285 |
1.618 |
124-213 |
1.000 |
124-169 |
0.618 |
124-141 |
HIGH |
124-097 |
0.618 |
124-069 |
0.500 |
124-061 |
0.382 |
124-053 |
LOW |
124-025 |
0.618 |
123-301 |
1.000 |
123-273 |
1.618 |
123-229 |
2.618 |
123-157 |
4.250 |
123-039 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
124-061 |
124-033 |
PP |
124-052 |
124-031 |
S1 |
124-044 |
124-028 |
|