ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
124-030 |
124-050 |
0-020 |
0.1% |
123-290 |
High |
124-030 |
124-050 |
0-020 |
0.1% |
124-030 |
Low |
124-030 |
124-050 |
0-020 |
0.1% |
123-240 |
Close |
124-030 |
124-050 |
0-020 |
0.1% |
124-030 |
Range |
|
|
|
|
|
ATR |
0-053 |
0-050 |
-0-002 |
-4.4% |
0-000 |
Volume |
8 |
8 |
0 |
0.0% |
32 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-050 |
124-050 |
124-050 |
|
R3 |
124-050 |
124-050 |
124-050 |
|
R2 |
124-050 |
124-050 |
124-050 |
|
R1 |
124-050 |
124-050 |
124-050 |
124-050 |
PP |
124-050 |
124-050 |
124-050 |
124-050 |
S1 |
124-050 |
124-050 |
124-050 |
124-050 |
S2 |
124-050 |
124-050 |
124-050 |
|
S3 |
124-050 |
124-050 |
124-050 |
|
S4 |
124-050 |
124-050 |
124-050 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-003 |
124-287 |
124-090 |
|
R3 |
124-213 |
124-177 |
124-060 |
|
R2 |
124-103 |
124-103 |
124-050 |
|
R1 |
124-067 |
124-067 |
124-040 |
124-085 |
PP |
123-313 |
123-313 |
123-313 |
124-002 |
S1 |
123-277 |
123-277 |
124-020 |
123-295 |
S2 |
123-203 |
123-203 |
124-010 |
|
S3 |
123-093 |
123-167 |
124-000 |
|
S4 |
122-303 |
123-057 |
123-290 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-050 |
2.618 |
124-050 |
1.618 |
124-050 |
1.000 |
124-050 |
0.618 |
124-050 |
HIGH |
124-050 |
0.618 |
124-050 |
0.500 |
124-050 |
0.382 |
124-050 |
LOW |
124-050 |
0.618 |
124-050 |
1.000 |
124-050 |
1.618 |
124-050 |
2.618 |
124-050 |
4.250 |
124-050 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
124-050 |
124-035 |
PP |
124-050 |
124-020 |
S1 |
124-050 |
124-005 |
|