ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
123-190 |
124-010 |
0-140 |
0.4% |
124-010 |
| High |
124-020 |
124-060 |
0-040 |
0.1% |
124-020 |
| Low |
123-190 |
123-310 |
0-120 |
0.3% |
123-100 |
| Close |
123-300 |
124-030 |
0-050 |
0.1% |
123-160 |
| Range |
0-150 |
0-070 |
-0-080 |
-53.3% |
0-240 |
| ATR |
0-066 |
0-067 |
0-001 |
1.5% |
0-000 |
| Volume |
25,661 |
52,473 |
26,812 |
104.5% |
33,777 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-237 |
124-203 |
124-068 |
|
| R3 |
124-167 |
124-133 |
124-049 |
|
| R2 |
124-097 |
124-097 |
124-043 |
|
| R1 |
124-063 |
124-063 |
124-036 |
124-080 |
| PP |
124-027 |
124-027 |
124-027 |
124-035 |
| S1 |
123-313 |
123-313 |
124-024 |
124-010 |
| S2 |
123-277 |
123-277 |
124-017 |
|
| S3 |
123-207 |
123-243 |
124-011 |
|
| S4 |
123-137 |
123-173 |
123-312 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-280 |
125-140 |
123-292 |
|
| R3 |
125-040 |
124-220 |
123-226 |
|
| R2 |
124-120 |
124-120 |
123-204 |
|
| R1 |
123-300 |
123-300 |
123-182 |
123-250 |
| PP |
123-200 |
123-200 |
123-200 |
123-175 |
| S1 |
123-060 |
123-060 |
123-138 |
123-010 |
| S2 |
122-280 |
122-280 |
123-116 |
|
| S3 |
122-040 |
122-140 |
123-094 |
|
| S4 |
121-120 |
121-220 |
123-028 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-038 |
|
2.618 |
124-243 |
|
1.618 |
124-173 |
|
1.000 |
124-130 |
|
0.618 |
124-103 |
|
HIGH |
124-060 |
|
0.618 |
124-033 |
|
0.500 |
124-025 |
|
0.382 |
124-017 |
|
LOW |
123-310 |
|
0.618 |
123-267 |
|
1.000 |
123-240 |
|
1.618 |
123-197 |
|
2.618 |
123-127 |
|
4.250 |
123-012 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-028 |
123-318 |
| PP |
124-027 |
123-287 |
| S1 |
124-025 |
123-255 |
|