ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-005 |
124-070 |
0-065 |
0.2% |
123-160 |
High |
124-047 |
124-072 |
0-025 |
0.1% |
124-060 |
Low |
123-310 |
124-027 |
0-037 |
0.1% |
123-130 |
Close |
124-037 |
124-052 |
0-015 |
0.0% |
124-010 |
Range |
0-057 |
0-045 |
-0-012 |
-21.1% |
0-250 |
ATR |
0-066 |
0-064 |
-0-001 |
-2.3% |
0-000 |
Volume |
205,068 |
466,305 |
261,237 |
127.4% |
190,404 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-185 |
124-164 |
124-077 |
|
R3 |
124-140 |
124-119 |
124-064 |
|
R2 |
124-095 |
124-095 |
124-060 |
|
R1 |
124-074 |
124-074 |
124-056 |
124-062 |
PP |
124-050 |
124-050 |
124-050 |
124-044 |
S1 |
124-029 |
124-029 |
124-048 |
124-017 |
S2 |
124-005 |
124-005 |
124-044 |
|
S3 |
123-280 |
123-304 |
124-040 |
|
S4 |
123-235 |
123-259 |
124-027 |
|
|
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 |
124-263 |
2.618 |
124-190 |
1.618 |
124-145 |
1.000 |
124-117 |
0.618 |
124-100 |
HIGH |
124-072 |
0.618 |
124-055 |
0.500 |
124-050 |
0.382 |
124-044 |
LOW |
124-027 |
0.618 |
123-319 |
1.000 |
123-302 |
1.618 |
123-274 |
2.618 |
123-229 |
4.250 |
123-156 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-051 |
124-045 |
PP |
124-050 |
124-038 |
S1 |
124-050 |
124-031 |
|