ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 08-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-040 |
123-300 |
-0-060 |
-0.2% |
124-040 |
High |
124-040 |
123-310 |
-0-050 |
-0.1% |
124-190 |
Low |
123-290 |
123-260 |
-0-030 |
-0.1% |
124-030 |
Close |
123-300 |
123-270 |
-0-030 |
-0.1% |
124-030 |
Range |
0-070 |
0-050 |
-0-020 |
-28.6% |
0-160 |
ATR |
0-060 |
0-059 |
-0-001 |
-1.2% |
0-000 |
Volume |
3,556 |
4,189 |
633 |
17.8% |
8,561 |
|
Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-110 |
124-080 |
123-298 |
|
R3 |
124-060 |
124-030 |
123-284 |
|
R2 |
124-010 |
124-010 |
123-279 |
|
R1 |
123-300 |
123-300 |
123-275 |
123-290 |
PP |
123-280 |
123-280 |
123-280 |
123-275 |
S1 |
123-250 |
123-250 |
123-265 |
123-240 |
S2 |
123-230 |
123-230 |
123-261 |
|
S3 |
123-180 |
123-200 |
123-256 |
|
S4 |
123-130 |
123-150 |
123-242 |
|
|
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 |
124-202 |
2.618 |
124-121 |
1.618 |
124-071 |
1.000 |
124-040 |
0.618 |
124-021 |
HIGH |
123-310 |
0.618 |
123-291 |
0.500 |
123-285 |
0.382 |
123-279 |
LOW |
123-260 |
0.618 |
123-229 |
1.000 |
123-210 |
1.618 |
123-179 |
2.618 |
123-129 |
4.250 |
123-048 |
|
|
Fisher Pivots for day following 08-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-285 |
124-010 |
PP |
123-280 |
123-310 |
S1 |
123-275 |
123-290 |
|