ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 19-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
124-000 |
124-020 |
0-020 |
0.1% |
124-100 |
High |
124-000 |
124-020 |
0-020 |
0.1% |
124-100 |
Low |
124-000 |
124-020 |
0-020 |
0.1% |
123-300 |
Close |
124-000 |
124-020 |
0-020 |
0.1% |
123-300 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
21 |
21 |
0 |
0.0% |
111 |
|
Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-020 |
124-020 |
124-020 |
|
R3 |
124-020 |
124-020 |
124-020 |
|
R2 |
124-020 |
124-020 |
124-020 |
|
R1 |
124-020 |
124-020 |
124-020 |
124-020 |
PP |
124-020 |
124-020 |
124-020 |
124-020 |
S1 |
124-020 |
124-020 |
124-020 |
124-020 |
S2 |
124-020 |
124-020 |
124-020 |
|
S3 |
124-020 |
124-020 |
124-020 |
|
S4 |
124-020 |
124-020 |
124-020 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-060 |
124-300 |
124-046 |
|
R3 |
124-260 |
124-180 |
124-013 |
|
R2 |
124-140 |
124-140 |
124-002 |
|
R1 |
124-060 |
124-060 |
123-311 |
124-040 |
PP |
124-020 |
124-020 |
124-020 |
124-010 |
S1 |
123-260 |
123-260 |
123-289 |
123-240 |
S2 |
123-220 |
123-220 |
123-278 |
|
S3 |
123-100 |
123-140 |
123-267 |
|
S4 |
122-300 |
123-020 |
123-234 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-020 |
2.618 |
124-020 |
1.618 |
124-020 |
1.000 |
124-020 |
0.618 |
124-020 |
HIGH |
124-020 |
0.618 |
124-020 |
0.500 |
124-020 |
0.382 |
124-020 |
LOW |
124-020 |
0.618 |
124-020 |
1.000 |
124-020 |
1.618 |
124-020 |
2.618 |
124-020 |
4.250 |
124-020 |
|
|
Fisher Pivots for day following 19-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
124-020 |
124-013 |
PP |
124-020 |
124-007 |
S1 |
124-020 |
124-000 |
|