ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
124-190 |
124-210 |
0-020 |
0.1% |
124-120 |
High |
124-190 |
124-210 |
0-020 |
0.1% |
124-160 |
Low |
124-190 |
124-210 |
0-020 |
0.1% |
124-090 |
Close |
124-190 |
124-210 |
0-020 |
0.1% |
124-160 |
Range |
|
|
|
|
|
ATR |
0-040 |
0-039 |
-0-001 |
-3.6% |
0-000 |
Volume |
94 |
2,005 |
1,911 |
2,033.0% |
475 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-210 |
124-210 |
124-210 |
|
R3 |
124-210 |
124-210 |
124-210 |
|
R2 |
124-210 |
124-210 |
124-210 |
|
R1 |
124-210 |
124-210 |
124-210 |
124-210 |
PP |
124-210 |
124-210 |
124-210 |
124-210 |
S1 |
124-210 |
124-210 |
124-210 |
124-210 |
S2 |
124-210 |
124-210 |
124-210 |
|
S3 |
124-210 |
124-210 |
124-210 |
|
S4 |
124-210 |
124-210 |
124-210 |
|
|
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 |
124-210 |
2.618 |
124-210 |
1.618 |
124-210 |
1.000 |
124-210 |
0.618 |
124-210 |
HIGH |
124-210 |
0.618 |
124-210 |
0.500 |
124-210 |
0.382 |
124-210 |
LOW |
124-210 |
0.618 |
124-210 |
1.000 |
124-210 |
1.618 |
124-210 |
2.618 |
124-210 |
4.250 |
124-210 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
124-210 |
124-198 |
PP |
124-210 |
124-187 |
S1 |
124-210 |
124-175 |
|