ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 14-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-010 |
123-300 |
-0-030 |
-0.1% |
124-050 |
High |
124-020 |
123-300 |
-0-040 |
-0.1% |
124-080 |
Low |
124-000 |
123-240 |
-0-080 |
-0.2% |
123-230 |
Close |
124-000 |
123-250 |
-0-070 |
-0.2% |
124-000 |
Range |
0-020 |
0-060 |
0-040 |
200.0% |
0-170 |
ATR |
0-055 |
0-056 |
0-002 |
3.3% |
0-000 |
Volume |
4,807 |
368 |
-4,439 |
-92.3% |
20,456 |
|
Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-123 |
124-087 |
123-283 |
|
R3 |
124-063 |
124-027 |
123-266 |
|
R2 |
124-003 |
124-003 |
123-261 |
|
R1 |
123-287 |
123-287 |
123-256 |
123-275 |
PP |
123-263 |
123-263 |
123-263 |
123-258 |
S1 |
123-227 |
123-227 |
123-244 |
123-215 |
S2 |
123-203 |
123-203 |
123-239 |
|
S3 |
123-143 |
123-167 |
123-234 |
|
S4 |
123-083 |
123-107 |
123-217 |
|
|
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 |
124-235 |
2.618 |
124-137 |
1.618 |
124-077 |
1.000 |
124-040 |
0.618 |
124-017 |
HIGH |
123-300 |
0.618 |
123-277 |
0.500 |
123-270 |
0.382 |
123-263 |
LOW |
123-240 |
0.618 |
123-203 |
1.000 |
123-180 |
1.618 |
123-143 |
2.618 |
123-083 |
4.250 |
122-305 |
|
|
Fisher Pivots for day following 14-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-270 |
123-290 |
PP |
123-263 |
123-277 |
S1 |
123-257 |
123-263 |
|