ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
123-230 |
123-275 |
0-045 |
0.1% |
123-310 |
| High |
123-312 |
123-292 |
-0-020 |
-0.1% |
124-070 |
| Low |
123-230 |
123-232 |
0-002 |
0.0% |
123-227 |
| Close |
123-282 |
123-247 |
-0-035 |
-0.1% |
123-247 |
| Range |
0-082 |
0-060 |
-0-022 |
-26.8% |
0-163 |
| ATR |
0-096 |
0-094 |
-0-003 |
-2.7% |
0-000 |
| Volume |
445,831 |
333,638 |
-112,193 |
-25.2% |
2,139,559 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-117 |
124-082 |
123-280 |
|
| R3 |
124-057 |
124-022 |
123-264 |
|
| R2 |
123-317 |
123-317 |
123-258 |
|
| R1 |
123-282 |
123-282 |
123-252 |
123-270 |
| PP |
123-257 |
123-257 |
123-257 |
123-251 |
| S1 |
123-222 |
123-222 |
123-242 |
123-210 |
| S2 |
123-197 |
123-197 |
123-236 |
|
| S3 |
123-137 |
123-162 |
123-230 |
|
| S4 |
123-077 |
123-102 |
123-214 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-137 |
125-035 |
124-017 |
|
| R3 |
124-294 |
124-192 |
123-292 |
|
| R2 |
124-131 |
124-131 |
123-277 |
|
| R1 |
124-029 |
124-029 |
123-262 |
123-318 |
| PP |
123-288 |
123-288 |
123-288 |
123-273 |
| S1 |
123-186 |
123-186 |
123-232 |
123-156 |
| S2 |
123-125 |
123-125 |
123-217 |
|
| S3 |
122-282 |
123-023 |
123-202 |
|
| S4 |
122-119 |
122-180 |
123-157 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-227 |
|
2.618 |
124-129 |
|
1.618 |
124-069 |
|
1.000 |
124-032 |
|
0.618 |
124-009 |
|
HIGH |
123-292 |
|
0.618 |
123-269 |
|
0.500 |
123-262 |
|
0.382 |
123-255 |
|
LOW |
123-232 |
|
0.618 |
123-195 |
|
1.000 |
123-172 |
|
1.618 |
123-135 |
|
2.618 |
123-075 |
|
4.250 |
122-297 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-262 |
123-282 |
| PP |
123-257 |
123-270 |
| S1 |
123-252 |
123-259 |
|