ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 05-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
124-077 |
124-042 |
-0-035 |
-0.1% |
123-245 |
High |
124-097 |
124-097 |
0-000 |
0.0% |
124-077 |
Low |
124-025 |
124-027 |
0-002 |
0.0% |
123-240 |
Close |
124-035 |
124-075 |
0-040 |
0.1% |
123-310 |
Range |
0-072 |
0-070 |
-0-002 |
-2.8% |
0-157 |
ATR |
0-092 |
0-091 |
-0-002 |
-1.7% |
0-000 |
Volume |
335 |
541 |
206 |
61.5% |
1,994,194 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-276 |
124-246 |
124-114 |
|
R3 |
124-206 |
124-176 |
124-094 |
|
R2 |
124-136 |
124-136 |
124-088 |
|
R1 |
124-106 |
124-106 |
124-081 |
124-121 |
PP |
124-066 |
124-066 |
124-066 |
124-074 |
S1 |
124-036 |
124-036 |
124-069 |
124-051 |
S2 |
123-316 |
123-316 |
124-062 |
|
S3 |
123-246 |
123-286 |
124-056 |
|
S4 |
123-176 |
123-216 |
124-036 |
|
|
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 |
125-074 |
2.618 |
124-280 |
1.618 |
124-210 |
1.000 |
124-167 |
0.618 |
124-140 |
HIGH |
124-097 |
0.618 |
124-070 |
0.500 |
124-062 |
0.382 |
124-054 |
LOW |
124-027 |
0.618 |
123-304 |
1.000 |
123-277 |
1.618 |
123-234 |
2.618 |
123-164 |
4.250 |
123-050 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
124-071 |
124-067 |
PP |
124-066 |
124-059 |
S1 |
124-062 |
124-051 |
|