ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-010 |
124-005 |
-0-005 |
0.0% |
123-160 |
High |
124-060 |
124-047 |
-0-013 |
0.0% |
124-060 |
Low |
124-000 |
123-310 |
-0-010 |
0.0% |
123-130 |
Close |
124-010 |
124-037 |
0-027 |
0.1% |
124-010 |
Range |
0-060 |
0-057 |
-0-003 |
-5.0% |
0-250 |
ATR |
0-067 |
0-066 |
-0-001 |
-1.0% |
0-000 |
Volume |
87,780 |
205,068 |
117,288 |
133.6% |
190,404 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-196 |
124-173 |
124-068 |
|
R3 |
124-139 |
124-116 |
124-053 |
|
R2 |
124-082 |
124-082 |
124-047 |
|
R1 |
124-059 |
124-059 |
124-042 |
124-070 |
PP |
124-025 |
124-025 |
124-025 |
124-030 |
S1 |
124-002 |
124-002 |
124-032 |
124-014 |
S2 |
123-288 |
123-288 |
124-027 |
|
S3 |
123-231 |
123-265 |
124-021 |
|
S4 |
123-174 |
123-208 |
124-006 |
|
|
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 |
124-289 |
2.618 |
124-196 |
1.618 |
124-139 |
1.000 |
124-104 |
0.618 |
124-082 |
HIGH |
124-047 |
0.618 |
124-025 |
0.500 |
124-018 |
0.382 |
124-012 |
LOW |
123-310 |
0.618 |
123-275 |
1.000 |
123-253 |
1.618 |
123-218 |
2.618 |
123-161 |
4.250 |
123-068 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-031 |
124-033 |
PP |
124-025 |
124-029 |
S1 |
124-018 |
124-025 |
|