ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
123-300 |
123-240 |
-0-060 |
-0.2% |
124-040 |
High |
123-310 |
123-270 |
-0-040 |
-0.1% |
124-190 |
Low |
123-260 |
123-230 |
-0-030 |
-0.1% |
124-030 |
Close |
123-270 |
123-270 |
0-000 |
0.0% |
124-030 |
Range |
0-050 |
0-040 |
-0-010 |
-20.0% |
0-160 |
ATR |
0-059 |
0-058 |
-0-001 |
-2.3% |
0-000 |
Volume |
4,189 |
3,750 |
-439 |
-10.5% |
8,561 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-057 |
124-043 |
123-292 |
|
R3 |
124-017 |
124-003 |
123-281 |
|
R2 |
123-297 |
123-297 |
123-277 |
|
R1 |
123-283 |
123-283 |
123-274 |
123-290 |
PP |
123-257 |
123-257 |
123-257 |
123-260 |
S1 |
123-243 |
123-243 |
123-266 |
123-250 |
S2 |
123-217 |
123-217 |
123-263 |
|
S3 |
123-177 |
123-203 |
123-259 |
|
S4 |
123-137 |
123-163 |
123-248 |
|
|
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 |
124-120 |
2.618 |
124-055 |
1.618 |
124-015 |
1.000 |
123-310 |
0.618 |
123-295 |
HIGH |
123-270 |
0.618 |
123-255 |
0.500 |
123-250 |
0.382 |
123-245 |
LOW |
123-230 |
0.618 |
123-205 |
1.000 |
123-190 |
1.618 |
123-165 |
2.618 |
123-125 |
4.250 |
123-060 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-263 |
123-295 |
PP |
123-257 |
123-287 |
S1 |
123-250 |
123-278 |
|