ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 06-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-130 |
124-050 |
-0-080 |
-0.2% |
124-040 |
High |
124-130 |
124-080 |
-0-050 |
-0.1% |
124-190 |
Low |
124-030 |
124-030 |
0-000 |
0.0% |
124-030 |
Close |
124-030 |
124-070 |
0-040 |
0.1% |
124-030 |
Range |
0-100 |
0-050 |
-0-050 |
-50.0% |
0-160 |
ATR |
0-057 |
0-057 |
-0-001 |
-0.9% |
0-000 |
Volume |
352 |
3,850 |
3,498 |
993.8% |
8,561 |
|
Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-210 |
124-190 |
124-098 |
|
R3 |
124-160 |
124-140 |
124-084 |
|
R2 |
124-110 |
124-110 |
124-079 |
|
R1 |
124-090 |
124-090 |
124-075 |
124-100 |
PP |
124-060 |
124-060 |
124-060 |
124-065 |
S1 |
124-040 |
124-040 |
124-065 |
124-050 |
S2 |
124-010 |
124-010 |
124-061 |
|
S3 |
123-280 |
123-310 |
124-056 |
|
S4 |
123-230 |
123-260 |
124-042 |
|
|
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 |
124-292 |
2.618 |
124-211 |
1.618 |
124-161 |
1.000 |
124-130 |
0.618 |
124-111 |
HIGH |
124-080 |
0.618 |
124-061 |
0.500 |
124-055 |
0.382 |
124-049 |
LOW |
124-030 |
0.618 |
123-319 |
1.000 |
123-300 |
1.618 |
123-269 |
2.618 |
123-219 |
4.250 |
123-138 |
|
|
Fisher Pivots for day following 06-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-065 |
124-105 |
PP |
124-060 |
124-093 |
S1 |
124-055 |
124-082 |
|