ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
123-305 |
123-315 |
0-010 |
0.0% |
123-310 |
| High |
124-007 |
124-077 |
0-070 |
0.2% |
124-070 |
| Low |
123-285 |
123-305 |
0-020 |
0.1% |
123-227 |
| Close |
124-000 |
124-057 |
0-057 |
0.1% |
123-247 |
| Range |
0-042 |
0-092 |
0-050 |
119.0% |
0-163 |
| ATR |
0-087 |
0-088 |
0-000 |
0.4% |
0-000 |
| Volume |
364,668 |
457,984 |
93,316 |
25.6% |
2,139,559 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-316 |
124-278 |
124-108 |
|
| R3 |
124-224 |
124-186 |
124-082 |
|
| R2 |
124-132 |
124-132 |
124-074 |
|
| R1 |
124-094 |
124-094 |
124-065 |
124-113 |
| PP |
124-040 |
124-040 |
124-040 |
124-049 |
| S1 |
124-002 |
124-002 |
124-049 |
124-021 |
| S2 |
123-268 |
123-268 |
124-040 |
|
| S3 |
123-176 |
123-230 |
124-032 |
|
| S4 |
123-084 |
123-138 |
124-006 |
|
|
| 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 |
125-148 |
|
2.618 |
124-318 |
|
1.618 |
124-226 |
|
1.000 |
124-169 |
|
0.618 |
124-134 |
|
HIGH |
124-077 |
|
0.618 |
124-042 |
|
0.500 |
124-031 |
|
0.382 |
124-020 |
|
LOW |
123-305 |
|
0.618 |
123-248 |
|
1.000 |
123-213 |
|
1.618 |
123-156 |
|
2.618 |
123-064 |
|
4.250 |
122-234 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-048 |
124-043 |
| PP |
124-040 |
124-030 |
| S1 |
124-031 |
124-016 |
|