ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 24-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-010 |
124-010 |
0-000 |
0.0% |
123-160 |
High |
124-060 |
124-060 |
0-000 |
0.0% |
124-060 |
Low |
123-310 |
124-000 |
0-010 |
0.0% |
123-130 |
Close |
124-030 |
124-010 |
-0-020 |
-0.1% |
124-010 |
Range |
0-070 |
0-060 |
-0-010 |
-14.3% |
0-250 |
ATR |
0-067 |
0-067 |
-0-001 |
-0.8% |
0-000 |
Volume |
52,473 |
87,780 |
35,307 |
67.3% |
190,404 |
|
Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-203 |
124-167 |
124-043 |
|
R3 |
124-143 |
124-107 |
124-026 |
|
R2 |
124-083 |
124-083 |
124-021 |
|
R1 |
124-047 |
124-047 |
124-016 |
124-040 |
PP |
124-023 |
124-023 |
124-023 |
124-020 |
S1 |
123-307 |
123-307 |
124-004 |
123-300 |
S2 |
123-283 |
123-283 |
123-319 |
|
S3 |
123-223 |
123-247 |
123-314 |
|
S4 |
123-163 |
123-187 |
123-297 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-070 |
125-290 |
124-148 |
|
R3 |
125-140 |
125-040 |
124-079 |
|
R2 |
124-210 |
124-210 |
124-056 |
|
R1 |
124-110 |
124-110 |
124-033 |
124-160 |
PP |
123-280 |
123-280 |
123-280 |
123-305 |
S1 |
123-180 |
123-180 |
123-307 |
123-230 |
S2 |
123-030 |
123-030 |
123-284 |
|
S3 |
122-100 |
122-250 |
123-261 |
|
S4 |
121-170 |
122-000 |
123-192 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-315 |
2.618 |
124-217 |
1.618 |
124-157 |
1.000 |
124-120 |
0.618 |
124-097 |
HIGH |
124-060 |
0.618 |
124-037 |
0.500 |
124-030 |
0.382 |
124-023 |
LOW |
124-000 |
0.618 |
123-283 |
1.000 |
123-260 |
1.618 |
123-223 |
2.618 |
123-163 |
4.250 |
123-065 |
|
|
Fisher Pivots for day following 24-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-030 |
123-315 |
PP |
124-023 |
123-300 |
S1 |
124-017 |
123-285 |
|