ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
123-160 |
123-180 |
0-020 |
0.1% |
124-010 |
High |
123-190 |
123-190 |
0-000 |
0.0% |
124-020 |
Low |
123-130 |
123-130 |
0-000 |
0.0% |
123-100 |
Close |
123-170 |
123-180 |
0-010 |
0.0% |
123-160 |
Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-240 |
ATR |
0-059 |
0-059 |
0-000 |
0.1% |
0-000 |
Volume |
7,879 |
16,611 |
8,732 |
110.8% |
33,777 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-027 |
124-003 |
123-213 |
|
R3 |
123-287 |
123-263 |
123-196 |
|
R2 |
123-227 |
123-227 |
123-191 |
|
R1 |
123-203 |
123-203 |
123-186 |
123-210 |
PP |
123-167 |
123-167 |
123-167 |
123-170 |
S1 |
123-143 |
123-143 |
123-174 |
123-150 |
S2 |
123-107 |
123-107 |
123-169 |
|
S3 |
123-047 |
123-083 |
123-164 |
|
S4 |
122-307 |
123-023 |
123-147 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-280 |
125-140 |
123-292 |
|
R3 |
125-040 |
124-220 |
123-226 |
|
R2 |
124-120 |
124-120 |
123-204 |
|
R1 |
123-300 |
123-300 |
123-182 |
123-250 |
PP |
123-200 |
123-200 |
123-200 |
123-175 |
S1 |
123-060 |
123-060 |
123-138 |
123-010 |
S2 |
122-280 |
122-280 |
123-116 |
|
S3 |
122-040 |
122-140 |
123-094 |
|
S4 |
121-120 |
121-220 |
123-028 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-125 |
2.618 |
124-027 |
1.618 |
123-287 |
1.000 |
123-250 |
0.618 |
123-227 |
HIGH |
123-190 |
0.618 |
123-167 |
0.500 |
123-160 |
0.382 |
123-153 |
LOW |
123-130 |
0.618 |
123-093 |
1.000 |
123-070 |
1.618 |
123-033 |
2.618 |
122-293 |
4.250 |
122-195 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-173 |
123-173 |
PP |
123-167 |
123-167 |
S1 |
123-160 |
123-160 |
|