ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
123-240 |
124-000 |
0-080 |
0.2% |
124-050 |
High |
123-270 |
124-000 |
0-050 |
0.1% |
124-080 |
Low |
123-230 |
124-000 |
0-090 |
0.2% |
123-230 |
Close |
123-270 |
124-000 |
0-050 |
0.1% |
124-000 |
Range |
0-040 |
0-000 |
-0-040 |
-100.0% |
0-170 |
ATR |
0-058 |
0-057 |
-0-001 |
-1.0% |
0-000 |
Volume |
3,750 |
5,111 |
1,361 |
36.3% |
20,456 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-000 |
124-000 |
124-000 |
|
R3 |
124-000 |
124-000 |
124-000 |
|
R2 |
124-000 |
124-000 |
124-000 |
|
R1 |
124-000 |
124-000 |
124-000 |
124-000 |
PP |
124-000 |
124-000 |
124-000 |
124-000 |
S1 |
124-000 |
124-000 |
124-000 |
124-000 |
S2 |
124-000 |
124-000 |
124-000 |
|
S3 |
124-000 |
124-000 |
124-000 |
|
S4 |
124-000 |
124-000 |
124-000 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-187 |
125-103 |
124-094 |
|
R3 |
125-017 |
124-253 |
124-047 |
|
R2 |
124-167 |
124-167 |
124-031 |
|
R1 |
124-083 |
124-083 |
124-016 |
124-040 |
PP |
123-317 |
123-317 |
123-317 |
123-295 |
S1 |
123-233 |
123-233 |
123-304 |
123-190 |
S2 |
123-147 |
123-147 |
123-289 |
|
S3 |
122-297 |
123-063 |
123-273 |
|
S4 |
122-127 |
122-213 |
123-226 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-000 |
2.618 |
124-000 |
1.618 |
124-000 |
1.000 |
124-000 |
0.618 |
124-000 |
HIGH |
124-000 |
0.618 |
124-000 |
0.500 |
124-000 |
0.382 |
124-000 |
LOW |
124-000 |
0.618 |
124-000 |
1.000 |
124-000 |
1.618 |
124-000 |
2.618 |
124-000 |
4.250 |
124-000 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-000 |
123-305 |
PP |
124-000 |
123-290 |
S1 |
124-000 |
123-275 |
|