ECBOT 5 Year T-Note Future December 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 |
123-100 |
123-120 |
0-020 |
0.1% |
123-150 |
High |
123-100 |
123-120 |
0-020 |
0.1% |
123-150 |
Low |
123-100 |
123-120 |
0-020 |
0.1% |
123-040 |
Close |
123-100 |
123-120 |
0-020 |
0.1% |
123-040 |
Range |
|
|
|
|
|
ATR |
0-041 |
0-039 |
-0-001 |
-3.6% |
0-000 |
Volume |
8 |
8 |
0 |
0.0% |
40 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-120 |
123-120 |
123-120 |
|
R3 |
123-120 |
123-120 |
123-120 |
|
R2 |
123-120 |
123-120 |
123-120 |
|
R1 |
123-120 |
123-120 |
123-120 |
123-120 |
PP |
123-120 |
123-120 |
123-120 |
123-120 |
S1 |
123-120 |
123-120 |
123-120 |
123-120 |
S2 |
123-120 |
123-120 |
123-120 |
|
S3 |
123-120 |
123-120 |
123-120 |
|
S4 |
123-120 |
123-120 |
123-120 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-087 |
124-013 |
123-100 |
|
R3 |
123-297 |
123-223 |
123-070 |
|
R2 |
123-187 |
123-187 |
123-060 |
|
R1 |
123-113 |
123-113 |
123-050 |
123-095 |
PP |
123-077 |
123-077 |
123-077 |
123-068 |
S1 |
123-003 |
123-003 |
123-030 |
122-305 |
S2 |
122-287 |
122-287 |
123-020 |
|
S3 |
122-177 |
122-213 |
123-010 |
|
S4 |
122-067 |
122-103 |
122-300 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-120 |
2.618 |
123-120 |
1.618 |
123-120 |
1.000 |
123-120 |
0.618 |
123-120 |
HIGH |
123-120 |
0.618 |
123-120 |
0.500 |
123-120 |
0.382 |
123-120 |
LOW |
123-120 |
0.618 |
123-120 |
1.000 |
123-120 |
1.618 |
123-120 |
2.618 |
123-120 |
4.250 |
123-120 |
|
|
Fisher Pivots for day following 27-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
123-120 |
123-117 |
PP |
123-120 |
123-113 |
S1 |
123-120 |
123-110 |
|