ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
123-180 |
123-190 |
0-010 |
0.0% |
124-010 |
High |
123-190 |
124-020 |
0-150 |
0.4% |
124-020 |
Low |
123-130 |
123-190 |
0-060 |
0.2% |
123-100 |
Close |
123-180 |
123-300 |
0-120 |
0.3% |
123-160 |
Range |
0-060 |
0-150 |
0-090 |
150.0% |
0-240 |
ATR |
0-059 |
0-066 |
0-007 |
12.2% |
0-000 |
Volume |
16,611 |
25,661 |
9,050 |
54.5% |
33,777 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-087 |
125-023 |
124-062 |
|
R3 |
124-257 |
124-193 |
124-021 |
|
R2 |
124-107 |
124-107 |
124-008 |
|
R1 |
124-043 |
124-043 |
123-314 |
124-075 |
PP |
123-277 |
123-277 |
123-277 |
123-292 |
S1 |
123-213 |
123-213 |
123-286 |
123-245 |
S2 |
123-127 |
123-127 |
123-272 |
|
S3 |
122-297 |
123-063 |
123-259 |
|
S4 |
122-147 |
122-233 |
123-218 |
|
|
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 |
126-018 |
2.618 |
125-093 |
1.618 |
124-263 |
1.000 |
124-170 |
0.618 |
124-113 |
HIGH |
124-020 |
0.618 |
123-283 |
0.500 |
123-265 |
0.382 |
123-247 |
LOW |
123-190 |
0.618 |
123-097 |
1.000 |
123-040 |
1.618 |
122-267 |
2.618 |
122-117 |
4.250 |
121-192 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-288 |
123-278 |
PP |
123-277 |
123-257 |
S1 |
123-265 |
123-235 |
|