ECBOT 5 Year T-Note Future December 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 |
123-240 |
123-280 |
0-040 |
0.1% |
123-120 |
High |
123-240 |
123-280 |
0-040 |
0.1% |
123-180 |
Low |
123-240 |
123-280 |
0-040 |
0.1% |
123-100 |
Close |
123-240 |
123-280 |
0-040 |
0.1% |
123-110 |
Range |
|
|
|
|
|
ATR |
0-052 |
0-051 |
-0-001 |
-1.7% |
0-000 |
Volume |
8 |
8 |
0 |
0.0% |
40 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-280 |
123-280 |
123-280 |
|
R3 |
123-280 |
123-280 |
123-280 |
|
R2 |
123-280 |
123-280 |
123-280 |
|
R1 |
123-280 |
123-280 |
123-280 |
123-280 |
PP |
123-280 |
123-280 |
123-280 |
123-280 |
S1 |
123-280 |
123-280 |
123-280 |
123-280 |
S2 |
123-280 |
123-280 |
123-280 |
|
S3 |
123-280 |
123-280 |
123-280 |
|
S4 |
123-280 |
123-280 |
123-280 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-050 |
124-000 |
123-154 |
|
R3 |
123-290 |
123-240 |
123-132 |
|
R2 |
123-210 |
123-210 |
123-125 |
|
R1 |
123-160 |
123-160 |
123-117 |
123-145 |
PP |
123-130 |
123-130 |
123-130 |
123-122 |
S1 |
123-080 |
123-080 |
123-103 |
123-065 |
S2 |
123-050 |
123-050 |
123-095 |
|
S3 |
122-290 |
123-000 |
123-088 |
|
S4 |
122-210 |
122-240 |
123-066 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-280 |
2.618 |
123-280 |
1.618 |
123-280 |
1.000 |
123-280 |
0.618 |
123-280 |
HIGH |
123-280 |
0.618 |
123-280 |
0.500 |
123-280 |
0.382 |
123-280 |
LOW |
123-280 |
0.618 |
123-280 |
1.000 |
123-280 |
1.618 |
123-280 |
2.618 |
123-280 |
4.250 |
123-280 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
123-280 |
123-275 |
PP |
123-280 |
123-270 |
S1 |
123-280 |
123-265 |
|