ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-110 |
124-140 |
0-030 |
0.1% |
124-120 |
| High |
124-110 |
124-160 |
0-050 |
0.1% |
124-160 |
| Low |
124-110 |
124-140 |
0-030 |
0.1% |
124-090 |
| Close |
124-110 |
124-160 |
0-050 |
0.1% |
124-160 |
| Range |
0-000 |
0-020 |
0-020 |
|
0-070 |
| ATR |
0-040 |
0-041 |
0-001 |
1.7% |
0-000 |
| Volume |
95 |
95 |
0 |
0.0% |
475 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-213 |
124-207 |
124-171 |
|
| R3 |
124-193 |
124-187 |
124-166 |
|
| R2 |
124-173 |
124-173 |
124-164 |
|
| R1 |
124-167 |
124-167 |
124-162 |
124-170 |
| PP |
124-153 |
124-153 |
124-153 |
124-155 |
| S1 |
124-147 |
124-147 |
124-158 |
124-150 |
| S2 |
124-133 |
124-133 |
124-156 |
|
| S3 |
124-113 |
124-127 |
124-154 |
|
| S4 |
124-093 |
124-107 |
124-149 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-027 |
125-003 |
124-198 |
|
| R3 |
124-277 |
124-253 |
124-179 |
|
| R2 |
124-207 |
124-207 |
124-173 |
|
| R1 |
124-183 |
124-183 |
124-166 |
124-195 |
| PP |
124-137 |
124-137 |
124-137 |
124-142 |
| S1 |
124-113 |
124-113 |
124-154 |
124-125 |
| S2 |
124-067 |
124-067 |
124-147 |
|
| S3 |
123-317 |
124-043 |
124-141 |
|
| S4 |
123-247 |
123-293 |
124-122 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-245 |
|
2.618 |
124-212 |
|
1.618 |
124-192 |
|
1.000 |
124-180 |
|
0.618 |
124-172 |
|
HIGH |
124-160 |
|
0.618 |
124-152 |
|
0.500 |
124-150 |
|
0.382 |
124-148 |
|
LOW |
124-140 |
|
0.618 |
124-128 |
|
1.000 |
124-120 |
|
1.618 |
124-108 |
|
2.618 |
124-088 |
|
4.250 |
124-055 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-157 |
124-152 |
| PP |
124-153 |
124-143 |
| S1 |
124-150 |
124-135 |
|