ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-100 |
124-130 |
0-030 |
0.1% |
124-040 |
High |
124-180 |
124-130 |
-0-050 |
-0.1% |
124-190 |
Low |
124-080 |
124-030 |
-0-050 |
-0.1% |
124-030 |
Close |
124-130 |
124-030 |
-0-100 |
-0.3% |
124-030 |
Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-160 |
ATR |
0-054 |
0-057 |
0-003 |
6.1% |
0-000 |
Volume |
4,163 |
352 |
-3,811 |
-91.5% |
8,561 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-043 |
124-297 |
124-085 |
|
R3 |
124-263 |
124-197 |
124-058 |
|
R2 |
124-163 |
124-163 |
124-048 |
|
R1 |
124-097 |
124-097 |
124-039 |
124-080 |
PP |
124-063 |
124-063 |
124-063 |
124-055 |
S1 |
123-317 |
123-317 |
124-021 |
123-300 |
S2 |
123-283 |
123-283 |
124-012 |
|
S3 |
123-183 |
123-217 |
124-002 |
|
S4 |
123-083 |
123-117 |
123-295 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-243 |
125-137 |
124-118 |
|
R3 |
125-083 |
124-297 |
124-074 |
|
R2 |
124-243 |
124-243 |
124-059 |
|
R1 |
124-137 |
124-137 |
124-045 |
124-110 |
PP |
124-083 |
124-083 |
124-083 |
124-070 |
S1 |
123-297 |
123-297 |
124-015 |
123-270 |
S2 |
123-243 |
123-243 |
124-001 |
|
S3 |
123-083 |
123-137 |
123-306 |
|
S4 |
122-243 |
122-297 |
123-262 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-235 |
2.618 |
125-072 |
1.618 |
124-292 |
1.000 |
124-230 |
0.618 |
124-192 |
HIGH |
124-130 |
0.618 |
124-092 |
0.500 |
124-080 |
0.382 |
124-068 |
LOW |
124-030 |
0.618 |
123-288 |
1.000 |
123-250 |
1.618 |
123-188 |
2.618 |
123-088 |
4.250 |
122-245 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-080 |
124-105 |
PP |
124-063 |
124-080 |
S1 |
124-047 |
124-055 |
|