ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-072 |
124-132 |
0-060 |
0.2% |
123-317 |
| High |
124-150 |
124-165 |
0-015 |
0.0% |
124-150 |
| Low |
124-065 |
124-130 |
0-065 |
0.2% |
123-307 |
| Close |
124-127 |
124-152 |
0-025 |
0.1% |
124-127 |
| Range |
0-085 |
0-035 |
-0-050 |
-58.8% |
0-163 |
| ATR |
0-090 |
0-086 |
-0-004 |
-4.1% |
0-000 |
| Volume |
307,432 |
202,982 |
-104,450 |
-34.0% |
766,865 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-254 |
124-238 |
124-171 |
|
| R3 |
124-219 |
124-203 |
124-162 |
|
| R2 |
124-184 |
124-184 |
124-158 |
|
| R1 |
124-168 |
124-168 |
124-155 |
124-176 |
| PP |
124-149 |
124-149 |
124-149 |
124-153 |
| S1 |
124-133 |
124-133 |
124-149 |
124-141 |
| S2 |
124-114 |
124-114 |
124-146 |
|
| S3 |
124-079 |
124-098 |
124-142 |
|
| S4 |
124-044 |
124-063 |
124-133 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-257 |
125-195 |
124-217 |
|
| R3 |
125-094 |
125-032 |
124-172 |
|
| R2 |
124-251 |
124-251 |
124-157 |
|
| R1 |
124-189 |
124-189 |
124-142 |
124-220 |
| PP |
124-088 |
124-088 |
124-088 |
124-104 |
| S1 |
124-026 |
124-026 |
124-112 |
124-057 |
| S2 |
123-245 |
123-245 |
124-097 |
|
| S3 |
123-082 |
123-183 |
124-082 |
|
| S4 |
122-239 |
123-020 |
124-037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-165 |
123-307 |
0-178 |
0.4% |
0-078 |
0.2% |
93% |
True |
False |
193,969 |
| 10 |
124-165 |
123-240 |
0-245 |
0.6% |
0-081 |
0.2% |
95% |
True |
False |
296,404 |
| 20 |
124-165 |
123-085 |
1-080 |
1.0% |
0-098 |
0.2% |
97% |
True |
False |
362,987 |
| 40 |
124-200 |
123-085 |
1-115 |
1.1% |
0-088 |
0.2% |
89% |
False |
False |
329,458 |
| 60 |
124-200 |
123-000 |
1-200 |
1.3% |
0-066 |
0.2% |
91% |
False |
False |
220,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-314 |
|
2.618 |
124-257 |
|
1.618 |
124-222 |
|
1.000 |
124-200 |
|
0.618 |
124-187 |
|
HIGH |
124-165 |
|
0.618 |
124-152 |
|
0.500 |
124-148 |
|
0.382 |
124-143 |
|
LOW |
124-130 |
|
0.618 |
124-108 |
|
1.000 |
124-095 |
|
1.618 |
124-073 |
|
2.618 |
124-038 |
|
4.250 |
123-301 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-133 |
| PP |
124-149 |
124-115 |
| S1 |
124-148 |
124-096 |
|