ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-060 |
123-317 |
-0-063 |
-0.2% |
123-245 |
| High |
124-075 |
124-115 |
0-040 |
0.1% |
124-077 |
| Low |
123-262 |
123-307 |
0-045 |
0.1% |
123-240 |
| Close |
123-310 |
124-090 |
0-100 |
0.3% |
123-310 |
| Range |
0-133 |
0-128 |
-0-005 |
-3.8% |
0-157 |
| ATR |
0-091 |
0-094 |
0-003 |
2.9% |
0-000 |
| Volume |
520,571 |
458,557 |
-62,014 |
-11.9% |
1,994,194 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-128 |
125-077 |
124-160 |
|
| R3 |
125-000 |
124-269 |
124-125 |
|
| R2 |
124-192 |
124-192 |
124-113 |
|
| R1 |
124-141 |
124-141 |
124-102 |
124-166 |
| PP |
124-064 |
124-064 |
124-064 |
124-077 |
| S1 |
124-013 |
124-013 |
124-078 |
124-038 |
| S2 |
123-256 |
123-256 |
124-067 |
|
| S3 |
123-128 |
123-205 |
124-055 |
|
| S4 |
123-000 |
123-077 |
124-020 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-147 |
125-065 |
124-076 |
|
| R3 |
124-310 |
124-228 |
124-033 |
|
| R2 |
124-153 |
124-153 |
124-019 |
|
| R1 |
124-071 |
124-071 |
124-004 |
124-112 |
| PP |
123-316 |
123-316 |
123-316 |
124-016 |
| S1 |
123-234 |
123-234 |
123-296 |
123-275 |
| S2 |
123-159 |
123-159 |
123-281 |
|
| S3 |
123-002 |
123-077 |
123-267 |
|
| S4 |
122-165 |
122-240 |
123-224 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-019 |
|
2.618 |
125-130 |
|
1.618 |
125-002 |
|
1.000 |
124-243 |
|
0.618 |
124-194 |
|
HIGH |
124-115 |
|
0.618 |
124-066 |
|
0.500 |
124-051 |
|
0.382 |
124-036 |
|
LOW |
123-307 |
|
0.618 |
123-228 |
|
1.000 |
123-179 |
|
1.618 |
123-100 |
|
2.618 |
122-292 |
|
4.250 |
122-083 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-077 |
124-070 |
| PP |
124-064 |
124-049 |
| S1 |
124-051 |
124-028 |
|