ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
123-300 |
123-240 |
-0-060 |
-0.2% |
124-050 |
High |
123-300 |
123-240 |
-0-060 |
-0.2% |
124-080 |
Low |
123-240 |
123-150 |
-0-090 |
-0.2% |
123-230 |
Close |
123-250 |
123-160 |
-0-090 |
-0.2% |
124-000 |
Range |
0-060 |
0-090 |
0-030 |
50.0% |
0-170 |
ATR |
0-056 |
0-059 |
0-003 |
5.5% |
0-000 |
Volume |
368 |
5,376 |
5,008 |
1,360.9% |
20,456 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-133 |
124-077 |
123-210 |
|
R3 |
124-043 |
123-307 |
123-185 |
|
R2 |
123-273 |
123-273 |
123-176 |
|
R1 |
123-217 |
123-217 |
123-168 |
123-200 |
PP |
123-183 |
123-183 |
123-183 |
123-175 |
S1 |
123-127 |
123-127 |
123-152 |
123-110 |
S2 |
123-093 |
123-093 |
123-144 |
|
S3 |
123-003 |
123-037 |
123-135 |
|
S4 |
122-233 |
122-267 |
123-110 |
|
|
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 |
124-302 |
2.618 |
124-156 |
1.618 |
124-066 |
1.000 |
124-010 |
0.618 |
123-296 |
HIGH |
123-240 |
0.618 |
123-206 |
0.500 |
123-195 |
0.382 |
123-184 |
LOW |
123-150 |
0.618 |
123-094 |
1.000 |
123-060 |
1.618 |
123-004 |
2.618 |
122-234 |
4.250 |
122-088 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-195 |
123-245 |
PP |
123-183 |
123-217 |
S1 |
123-172 |
123-188 |
|