ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-110 |
124-040 |
-0-070 |
-0.2% |
124-190 |
| High |
124-110 |
124-140 |
0-030 |
0.1% |
124-210 |
| Low |
124-060 |
124-040 |
-0-020 |
-0.1% |
124-060 |
| Close |
124-060 |
124-130 |
0-070 |
0.2% |
124-060 |
| Range |
0-050 |
0-100 |
0-050 |
100.0% |
0-150 |
| ATR |
0-042 |
0-046 |
0-004 |
9.8% |
0-000 |
| Volume |
1,936 |
1,169 |
-767 |
-39.6% |
5,447 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-083 |
125-047 |
124-185 |
|
| R3 |
124-303 |
124-267 |
124-158 |
|
| R2 |
124-203 |
124-203 |
124-148 |
|
| R1 |
124-167 |
124-167 |
124-139 |
124-185 |
| PP |
124-103 |
124-103 |
124-103 |
124-112 |
| S1 |
124-067 |
124-067 |
124-121 |
124-085 |
| S2 |
124-003 |
124-003 |
124-112 |
|
| S3 |
123-223 |
123-287 |
124-102 |
|
| S4 |
123-123 |
123-187 |
124-075 |
|
|
| 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 |
125-245 |
|
2.618 |
125-082 |
|
1.618 |
124-302 |
|
1.000 |
124-240 |
|
0.618 |
124-202 |
|
HIGH |
124-140 |
|
0.618 |
124-102 |
|
0.500 |
124-090 |
|
0.382 |
124-078 |
|
LOW |
124-040 |
|
0.618 |
123-298 |
|
1.000 |
123-260 |
|
1.618 |
123-198 |
|
2.618 |
123-098 |
|
4.250 |
122-255 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-117 |
124-125 |
| PP |
124-103 |
124-120 |
| S1 |
124-090 |
124-115 |
|