ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-150 |
124-160 |
0-010 |
0.0% |
124-190 |
| High |
124-190 |
124-170 |
-0-020 |
-0.1% |
124-210 |
| Low |
124-150 |
124-080 |
-0-070 |
-0.2% |
124-060 |
| Close |
124-160 |
124-080 |
-0-080 |
-0.2% |
124-060 |
| Range |
0-040 |
0-090 |
0-050 |
125.0% |
0-150 |
| ATR |
0-047 |
0-050 |
0-003 |
6.4% |
0-000 |
| Volume |
425 |
2,452 |
2,027 |
476.9% |
5,447 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-060 |
125-000 |
124-130 |
|
| R3 |
124-290 |
124-230 |
124-105 |
|
| R2 |
124-200 |
124-200 |
124-096 |
|
| R1 |
124-140 |
124-140 |
124-088 |
124-125 |
| PP |
124-110 |
124-110 |
124-110 |
124-102 |
| S1 |
124-050 |
124-050 |
124-072 |
124-035 |
| S2 |
124-020 |
124-020 |
124-064 |
|
| S3 |
123-250 |
123-280 |
124-055 |
|
| S4 |
123-160 |
123-190 |
124-030 |
|
|
| 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 |
125-232 |
|
2.618 |
125-086 |
|
1.618 |
124-316 |
|
1.000 |
124-260 |
|
0.618 |
124-226 |
|
HIGH |
124-170 |
|
0.618 |
124-136 |
|
0.500 |
124-125 |
|
0.382 |
124-114 |
|
LOW |
124-080 |
|
0.618 |
124-024 |
|
1.000 |
123-310 |
|
1.618 |
123-254 |
|
2.618 |
123-164 |
|
4.250 |
123-018 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-125 |
124-115 |
| PP |
124-110 |
124-103 |
| S1 |
124-095 |
124-092 |
|