ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 21-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
123-050 |
123-080 |
0-030 |
0.1% |
123-070 |
High |
123-050 |
123-080 |
0-030 |
0.1% |
123-160 |
Low |
123-050 |
123-080 |
0-030 |
0.1% |
123-040 |
Close |
123-050 |
123-080 |
0-030 |
0.1% |
123-160 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
8 |
8 |
0 |
0.0% |
40 |
|
Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-080 |
123-080 |
123-080 |
|
R3 |
123-080 |
123-080 |
123-080 |
|
R2 |
123-080 |
123-080 |
123-080 |
|
R1 |
123-080 |
123-080 |
123-080 |
123-080 |
PP |
123-080 |
123-080 |
123-080 |
123-080 |
S1 |
123-080 |
123-080 |
123-080 |
123-080 |
S2 |
123-080 |
123-080 |
123-080 |
|
S3 |
123-080 |
123-080 |
123-080 |
|
S4 |
123-080 |
123-080 |
123-080 |
|
|
Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-160 |
124-120 |
123-226 |
|
R3 |
124-040 |
124-000 |
123-193 |
|
R2 |
123-240 |
123-240 |
123-182 |
|
R1 |
123-200 |
123-200 |
123-171 |
123-220 |
PP |
123-120 |
123-120 |
123-120 |
123-130 |
S1 |
123-080 |
123-080 |
123-149 |
123-100 |
S2 |
123-000 |
123-000 |
123-138 |
|
S3 |
122-200 |
122-280 |
123-127 |
|
S4 |
122-080 |
122-160 |
123-094 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-080 |
2.618 |
123-080 |
1.618 |
123-080 |
1.000 |
123-080 |
0.618 |
123-080 |
HIGH |
123-080 |
0.618 |
123-080 |
0.500 |
123-080 |
0.382 |
123-080 |
LOW |
123-080 |
0.618 |
123-080 |
1.000 |
123-080 |
1.618 |
123-080 |
2.618 |
123-080 |
4.250 |
123-080 |
|
|
Fisher Pivots for day following 21-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-080 |
123-085 |
PP |
123-080 |
123-083 |
S1 |
123-080 |
123-082 |
|