ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-000 |
124-010 |
0-010 |
0.0% |
124-050 |
High |
124-000 |
124-020 |
0-020 |
0.1% |
124-080 |
Low |
124-000 |
124-000 |
0-000 |
0.0% |
123-230 |
Close |
124-000 |
124-000 |
0-000 |
0.0% |
124-000 |
Range |
0-000 |
0-020 |
0-020 |
|
0-170 |
ATR |
0-057 |
0-055 |
-0-003 |
-4.6% |
0-000 |
Volume |
5,111 |
4,807 |
-304 |
-5.9% |
20,456 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-067 |
124-053 |
124-011 |
|
R3 |
124-047 |
124-033 |
124-006 |
|
R2 |
124-027 |
124-027 |
124-004 |
|
R1 |
124-013 |
124-013 |
124-002 |
124-010 |
PP |
124-007 |
124-007 |
124-007 |
124-005 |
S1 |
123-313 |
123-313 |
123-318 |
123-310 |
S2 |
123-307 |
123-307 |
123-316 |
|
S3 |
123-287 |
123-293 |
123-314 |
|
S4 |
123-267 |
123-273 |
123-309 |
|
|
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 |
124-105 |
2.618 |
124-072 |
1.618 |
124-052 |
1.000 |
124-040 |
0.618 |
124-032 |
HIGH |
124-020 |
0.618 |
124-012 |
0.500 |
124-010 |
0.382 |
124-008 |
LOW |
124-000 |
0.618 |
123-308 |
1.000 |
123-300 |
1.618 |
123-288 |
2.618 |
123-268 |
4.250 |
123-235 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-010 |
123-308 |
PP |
124-007 |
123-297 |
S1 |
124-003 |
123-285 |
|