ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
123-250 |
123-312 |
0-062 |
0.2% |
124-140 |
| High |
124-002 |
124-020 |
0-018 |
0.0% |
124-152 |
| Low |
123-217 |
123-255 |
0-038 |
0.1% |
123-252 |
| Close |
123-312 |
123-292 |
-0-020 |
-0.1% |
123-297 |
| Range |
0-105 |
0-085 |
-0-020 |
-19.0% |
0-220 |
| ATR |
0-096 |
0-095 |
-0-001 |
-0.8% |
0-000 |
| Volume |
474,699 |
437,249 |
-37,450 |
-7.9% |
2,429,232 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-231 |
124-186 |
124-019 |
|
| R3 |
124-146 |
124-101 |
123-315 |
|
| R2 |
124-061 |
124-061 |
123-308 |
|
| R1 |
124-016 |
124-016 |
123-300 |
123-316 |
| PP |
123-296 |
123-296 |
123-296 |
123-286 |
| S1 |
123-251 |
123-251 |
123-284 |
123-231 |
| S2 |
123-211 |
123-211 |
123-276 |
|
| S3 |
123-126 |
123-166 |
123-269 |
|
| S4 |
123-041 |
123-081 |
123-245 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-040 |
125-229 |
124-098 |
|
| R3 |
125-140 |
125-009 |
124-038 |
|
| R2 |
124-240 |
124-240 |
124-017 |
|
| R1 |
124-109 |
124-109 |
123-317 |
124-064 |
| PP |
124-020 |
124-020 |
124-020 |
123-318 |
| S1 |
123-209 |
123-209 |
123-277 |
123-164 |
| S2 |
123-120 |
123-120 |
123-257 |
|
| S3 |
122-220 |
122-309 |
123-236 |
|
| S4 |
122-000 |
122-089 |
123-176 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-061 |
|
2.618 |
124-243 |
|
1.618 |
124-158 |
|
1.000 |
124-105 |
|
0.618 |
124-073 |
|
HIGH |
124-020 |
|
0.618 |
123-308 |
|
0.500 |
123-298 |
|
0.382 |
123-287 |
|
LOW |
123-255 |
|
0.618 |
123-202 |
|
1.000 |
123-170 |
|
1.618 |
123-117 |
|
2.618 |
123-032 |
|
4.250 |
122-214 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-298 |
123-290 |
| PP |
123-296 |
123-288 |
| S1 |
123-294 |
123-286 |
|