ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-050 |
124-040 |
-0-010 |
0.0% |
124-040 |
High |
124-080 |
124-040 |
-0-040 |
-0.1% |
124-190 |
Low |
124-030 |
123-290 |
-0-060 |
-0.2% |
124-030 |
Close |
124-070 |
123-300 |
-0-090 |
-0.2% |
124-030 |
Range |
0-050 |
0-070 |
0-020 |
40.0% |
0-160 |
ATR |
0-057 |
0-060 |
0-003 |
5.5% |
0-000 |
Volume |
3,850 |
3,556 |
-294 |
-7.6% |
8,561 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-207 |
124-163 |
124-018 |
|
R3 |
124-137 |
124-093 |
123-319 |
|
R2 |
124-067 |
124-067 |
123-313 |
|
R1 |
124-023 |
124-023 |
123-306 |
124-010 |
PP |
123-317 |
123-317 |
123-317 |
123-310 |
S1 |
123-273 |
123-273 |
123-294 |
123-260 |
S2 |
123-247 |
123-247 |
123-287 |
|
S3 |
123-177 |
123-203 |
123-281 |
|
S4 |
123-107 |
123-133 |
123-262 |
|
|
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 |
125-018 |
2.618 |
124-223 |
1.618 |
124-153 |
1.000 |
124-110 |
0.618 |
124-083 |
HIGH |
124-040 |
0.618 |
124-013 |
0.500 |
124-005 |
0.382 |
123-317 |
LOW |
123-290 |
0.618 |
123-247 |
1.000 |
123-220 |
1.618 |
123-177 |
2.618 |
123-107 |
4.250 |
122-312 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-005 |
124-050 |
PP |
123-317 |
124-027 |
S1 |
123-308 |
124-003 |
|