ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-077 |
124-042 |
-0-035 |
-0.1% |
123-245 |
| High |
124-097 |
124-097 |
0-000 |
0.0% |
124-077 |
| Low |
124-025 |
124-027 |
0-002 |
0.0% |
123-240 |
| Close |
124-035 |
124-075 |
0-040 |
0.1% |
123-310 |
| Range |
0-072 |
0-070 |
-0-002 |
-2.8% |
0-157 |
| ATR |
0-092 |
0-091 |
-0-002 |
-1.7% |
0-000 |
| Volume |
335 |
541 |
206 |
61.5% |
1,994,194 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-276 |
124-246 |
124-114 |
|
| R3 |
124-206 |
124-176 |
124-094 |
|
| R2 |
124-136 |
124-136 |
124-088 |
|
| R1 |
124-106 |
124-106 |
124-081 |
124-121 |
| PP |
124-066 |
124-066 |
124-066 |
124-074 |
| S1 |
124-036 |
124-036 |
124-069 |
124-051 |
| S2 |
123-316 |
123-316 |
124-062 |
|
| S3 |
123-246 |
123-286 |
124-056 |
|
| S4 |
123-176 |
123-216 |
124-036 |
|
|
| 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 |
125-074 |
|
2.618 |
124-280 |
|
1.618 |
124-210 |
|
1.000 |
124-167 |
|
0.618 |
124-140 |
|
HIGH |
124-097 |
|
0.618 |
124-070 |
|
0.500 |
124-062 |
|
0.382 |
124-054 |
|
LOW |
124-027 |
|
0.618 |
123-304 |
|
1.000 |
123-277 |
|
1.618 |
123-234 |
|
2.618 |
123-164 |
|
4.250 |
123-050 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-071 |
124-067 |
| PP |
124-066 |
124-059 |
| S1 |
124-062 |
124-051 |
|