ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
124-090 |
124-130 |
0-040 |
0.1% |
124-050 |
High |
124-090 |
124-130 |
0-040 |
0.1% |
124-090 |
Low |
124-090 |
124-130 |
0-040 |
0.1% |
124-040 |
Close |
124-090 |
124-130 |
0-040 |
0.1% |
124-060 |
Range |
|
|
|
|
|
ATR |
0-042 |
0-042 |
0-000 |
-0.3% |
0-000 |
Volume |
95 |
95 |
0 |
0.0% |
119 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-130 |
124-130 |
124-130 |
|
R3 |
124-130 |
124-130 |
124-130 |
|
R2 |
124-130 |
124-130 |
124-130 |
|
R1 |
124-130 |
124-130 |
124-130 |
124-130 |
PP |
124-130 |
124-130 |
124-130 |
124-130 |
S1 |
124-130 |
124-130 |
124-130 |
124-130 |
S2 |
124-130 |
124-130 |
124-130 |
|
S3 |
124-130 |
124-130 |
124-130 |
|
S4 |
124-130 |
124-130 |
124-130 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-213 |
124-187 |
124-088 |
|
R3 |
124-163 |
124-137 |
124-074 |
|
R2 |
124-113 |
124-113 |
124-069 |
|
R1 |
124-087 |
124-087 |
124-065 |
124-100 |
PP |
124-063 |
124-063 |
124-063 |
124-070 |
S1 |
124-037 |
124-037 |
124-055 |
124-050 |
S2 |
124-013 |
124-013 |
124-051 |
|
S3 |
123-283 |
123-307 |
124-046 |
|
S4 |
123-233 |
123-257 |
124-032 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-130 |
2.618 |
124-130 |
1.618 |
124-130 |
1.000 |
124-130 |
0.618 |
124-130 |
HIGH |
124-130 |
0.618 |
124-130 |
0.500 |
124-130 |
0.382 |
124-130 |
LOW |
124-130 |
0.618 |
124-130 |
1.000 |
124-130 |
1.618 |
124-130 |
2.618 |
124-130 |
4.250 |
124-130 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
124-130 |
124-123 |
PP |
124-130 |
124-117 |
S1 |
124-130 |
124-110 |
|