ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
124-050 |
124-070 |
0-020 |
0.1% |
123-290 |
High |
124-050 |
124-080 |
0-030 |
0.1% |
124-030 |
Low |
124-050 |
124-040 |
-0-010 |
0.0% |
123-240 |
Close |
124-050 |
124-070 |
0-020 |
0.1% |
124-030 |
Range |
0-000 |
0-040 |
0-040 |
|
0-110 |
ATR |
0-050 |
0-050 |
-0-001 |
-1.5% |
0-000 |
Volume |
8 |
8 |
0 |
0.0% |
32 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-183 |
124-167 |
124-092 |
|
R3 |
124-143 |
124-127 |
124-081 |
|
R2 |
124-103 |
124-103 |
124-077 |
|
R1 |
124-087 |
124-087 |
124-074 |
124-090 |
PP |
124-063 |
124-063 |
124-063 |
124-065 |
S1 |
124-047 |
124-047 |
124-066 |
124-050 |
S2 |
124-023 |
124-023 |
124-063 |
|
S3 |
123-303 |
124-007 |
124-059 |
|
S4 |
123-263 |
123-287 |
124-048 |
|
|
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 |
124-250 |
2.618 |
124-185 |
1.618 |
124-145 |
1.000 |
124-120 |
0.618 |
124-105 |
HIGH |
124-080 |
0.618 |
124-065 |
0.500 |
124-060 |
0.382 |
124-055 |
LOW |
124-040 |
0.618 |
124-015 |
1.000 |
124-000 |
1.618 |
123-295 |
2.618 |
123-255 |
4.250 |
123-190 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
124-067 |
124-065 |
PP |
124-063 |
124-060 |
S1 |
124-060 |
124-055 |
|