ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-190 |
124-110 |
-0-080 |
-0.2% |
124-190 |
| High |
124-190 |
124-110 |
-0-080 |
-0.2% |
124-210 |
| Low |
124-180 |
124-060 |
-0-120 |
-0.3% |
124-060 |
| Close |
124-180 |
124-060 |
-0-120 |
-0.3% |
124-060 |
| Range |
0-010 |
0-050 |
0-040 |
400.0% |
0-150 |
| ATR |
0-036 |
0-042 |
0-006 |
16.5% |
0-000 |
| Volume |
1,410 |
1,936 |
526 |
37.3% |
5,447 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-227 |
124-193 |
124-088 |
|
| R3 |
124-177 |
124-143 |
124-074 |
|
| R2 |
124-127 |
124-127 |
124-069 |
|
| R1 |
124-093 |
124-093 |
124-065 |
124-085 |
| PP |
124-077 |
124-077 |
124-077 |
124-072 |
| S1 |
124-043 |
124-043 |
124-055 |
124-035 |
| S2 |
124-027 |
124-027 |
124-051 |
|
| S3 |
123-297 |
123-313 |
124-046 |
|
| S4 |
123-247 |
123-263 |
124-032 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-240 |
125-140 |
124-142 |
|
| R3 |
125-090 |
124-310 |
124-101 |
|
| R2 |
124-260 |
124-260 |
124-088 |
|
| R1 |
124-160 |
124-160 |
124-074 |
124-135 |
| PP |
124-110 |
124-110 |
124-110 |
124-098 |
| S1 |
124-010 |
124-010 |
124-046 |
123-305 |
| S2 |
123-280 |
123-280 |
124-032 |
|
| S3 |
123-130 |
123-180 |
124-019 |
|
| S4 |
122-300 |
123-030 |
123-298 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-002 |
|
2.618 |
124-241 |
|
1.618 |
124-191 |
|
1.000 |
124-160 |
|
0.618 |
124-141 |
|
HIGH |
124-110 |
|
0.618 |
124-091 |
|
0.500 |
124-085 |
|
0.382 |
124-079 |
|
LOW |
124-060 |
|
0.618 |
124-029 |
|
1.000 |
124-010 |
|
1.618 |
123-299 |
|
2.618 |
123-249 |
|
4.250 |
123-168 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-085 |
124-135 |
| PP |
124-077 |
124-110 |
| S1 |
124-068 |
124-085 |
|