ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 26-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
124-090 |
124-150 |
0-060 |
0.2% |
123-300 |
High |
124-090 |
124-150 |
0-060 |
0.2% |
124-060 |
Low |
124-090 |
124-150 |
0-060 |
0.2% |
123-300 |
Close |
124-090 |
124-150 |
0-060 |
0.2% |
124-060 |
Range |
|
|
|
|
|
ATR |
0-044 |
0-045 |
0-001 |
2.6% |
0-000 |
Volume |
21 |
21 |
0 |
0.0% |
105 |
|
Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-150 |
124-150 |
124-150 |
|
R3 |
124-150 |
124-150 |
124-150 |
|
R2 |
124-150 |
124-150 |
124-150 |
|
R1 |
124-150 |
124-150 |
124-150 |
124-150 |
PP |
124-150 |
124-150 |
124-150 |
124-150 |
S1 |
124-150 |
124-150 |
124-150 |
124-150 |
S2 |
124-150 |
124-150 |
124-150 |
|
S3 |
124-150 |
124-150 |
124-150 |
|
S4 |
124-150 |
124-150 |
124-150 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-273 |
124-247 |
124-104 |
|
R3 |
124-193 |
124-167 |
124-082 |
|
R2 |
124-113 |
124-113 |
124-075 |
|
R1 |
124-087 |
124-087 |
124-067 |
124-100 |
PP |
124-033 |
124-033 |
124-033 |
124-040 |
S1 |
124-007 |
124-007 |
124-053 |
124-020 |
S2 |
123-273 |
123-273 |
124-045 |
|
S3 |
123-193 |
123-247 |
124-038 |
|
S4 |
123-113 |
123-167 |
124-016 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-150 |
2.618 |
124-150 |
1.618 |
124-150 |
1.000 |
124-150 |
0.618 |
124-150 |
HIGH |
124-150 |
0.618 |
124-150 |
0.500 |
124-150 |
0.382 |
124-150 |
LOW |
124-150 |
0.618 |
124-150 |
1.000 |
124-150 |
1.618 |
124-150 |
2.618 |
124-150 |
4.250 |
124-150 |
|
|
Fisher Pivots for day following 26-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
124-150 |
124-137 |
PP |
124-150 |
124-123 |
S1 |
124-150 |
124-110 |
|