ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-132 |
124-142 |
0-010 |
0.0% |
123-317 |
| High |
124-165 |
124-165 |
0-000 |
0.0% |
124-150 |
| Low |
124-130 |
124-132 |
0-002 |
0.0% |
123-307 |
| Close |
124-152 |
124-160 |
0-008 |
0.0% |
124-127 |
| Range |
0-035 |
0-033 |
-0-002 |
-5.7% |
0-163 |
| ATR |
0-086 |
0-083 |
-0-004 |
-4.4% |
0-000 |
| Volume |
202,982 |
245,497 |
42,515 |
20.9% |
766,865 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-251 |
124-239 |
124-178 |
|
| R3 |
124-218 |
124-206 |
124-169 |
|
| R2 |
124-185 |
124-185 |
124-166 |
|
| R1 |
124-173 |
124-173 |
124-163 |
124-179 |
| PP |
124-152 |
124-152 |
124-152 |
124-156 |
| S1 |
124-140 |
124-140 |
124-157 |
124-146 |
| S2 |
124-119 |
124-119 |
124-154 |
|
| S3 |
124-086 |
124-107 |
124-151 |
|
| S4 |
124-053 |
124-074 |
124-142 |
|
|
| 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 |
124-025 |
0-140 |
0.4% |
0-059 |
0.1% |
96% |
True |
False |
151,357 |
| 10 |
124-165 |
123-262 |
0-223 |
0.6% |
0-075 |
0.2% |
98% |
True |
False |
290,874 |
| 20 |
124-165 |
123-217 |
0-268 |
0.7% |
0-086 |
0.2% |
98% |
True |
False |
353,038 |
| 40 |
124-200 |
123-085 |
1-115 |
1.1% |
0-088 |
0.2% |
91% |
False |
False |
335,579 |
| 60 |
124-200 |
123-000 |
1-200 |
1.3% |
0-067 |
0.2% |
92% |
False |
False |
224,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-305 |
|
2.618 |
124-251 |
|
1.618 |
124-218 |
|
1.000 |
124-198 |
|
0.618 |
124-185 |
|
HIGH |
124-165 |
|
0.618 |
124-152 |
|
0.500 |
124-148 |
|
0.382 |
124-145 |
|
LOW |
124-132 |
|
0.618 |
124-112 |
|
1.000 |
124-099 |
|
1.618 |
124-079 |
|
2.618 |
124-046 |
|
4.250 |
123-312 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-156 |
124-145 |
| PP |
124-152 |
124-130 |
| S1 |
124-148 |
124-115 |
|