ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
124-070 |
124-090 |
0-020 |
0.1% |
123-290 |
High |
124-080 |
124-090 |
0-010 |
0.0% |
124-030 |
Low |
124-040 |
124-060 |
0-020 |
0.1% |
123-240 |
Close |
124-070 |
124-060 |
-0-010 |
0.0% |
124-030 |
Range |
0-040 |
0-030 |
-0-010 |
-25.0% |
0-110 |
ATR |
0-050 |
0-048 |
-0-001 |
-2.8% |
0-000 |
Volume |
8 |
5 |
-3 |
-37.5% |
32 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-160 |
124-140 |
124-076 |
|
R3 |
124-130 |
124-110 |
124-068 |
|
R2 |
124-100 |
124-100 |
124-066 |
|
R1 |
124-080 |
124-080 |
124-063 |
124-075 |
PP |
124-070 |
124-070 |
124-070 |
124-068 |
S1 |
124-050 |
124-050 |
124-057 |
124-045 |
S2 |
124-040 |
124-040 |
124-054 |
|
S3 |
124-010 |
124-020 |
124-052 |
|
S4 |
123-300 |
123-310 |
124-044 |
|
|
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 |
124-218 |
2.618 |
124-169 |
1.618 |
124-139 |
1.000 |
124-120 |
0.618 |
124-109 |
HIGH |
124-090 |
0.618 |
124-079 |
0.500 |
124-075 |
0.382 |
124-071 |
LOW |
124-060 |
0.618 |
124-041 |
1.000 |
124-030 |
1.618 |
124-011 |
2.618 |
123-301 |
4.250 |
123-252 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
124-075 |
124-065 |
PP |
124-070 |
124-063 |
S1 |
124-065 |
124-062 |
|