ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-127 |
124-155 |
0-028 |
0.1% |
124-132 |
| High |
124-170 |
124-170 |
0-000 |
0.0% |
124-187 |
| Low |
124-125 |
124-120 |
-0-005 |
0.0% |
124-120 |
| Close |
124-152 |
124-152 |
0-000 |
0.0% |
124-152 |
| Range |
0-045 |
0-050 |
0-005 |
11.1% |
0-067 |
| ATR |
0-079 |
0-077 |
-0-002 |
-2.6% |
0-000 |
| Volume |
309,188 |
255,544 |
-53,644 |
-17.3% |
1,388,640 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-297 |
124-275 |
124-180 |
|
| R3 |
124-247 |
124-225 |
124-166 |
|
| R2 |
124-197 |
124-197 |
124-161 |
|
| R1 |
124-175 |
124-175 |
124-157 |
124-161 |
| PP |
124-147 |
124-147 |
124-147 |
124-140 |
| S1 |
124-125 |
124-125 |
124-147 |
124-111 |
| S2 |
124-097 |
124-097 |
124-143 |
|
| S3 |
124-047 |
124-075 |
124-138 |
|
| S4 |
123-317 |
124-025 |
124-124 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-034 |
125-000 |
124-189 |
|
| R3 |
124-287 |
124-253 |
124-170 |
|
| R2 |
124-220 |
124-220 |
124-164 |
|
| R1 |
124-186 |
124-186 |
124-158 |
124-203 |
| PP |
124-153 |
124-153 |
124-153 |
124-162 |
| S1 |
124-119 |
124-119 |
124-146 |
124-136 |
| S2 |
124-086 |
124-086 |
124-140 |
|
| S3 |
124-019 |
124-052 |
124-134 |
|
| S4 |
123-272 |
123-305 |
124-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-187 |
124-120 |
0-067 |
0.2% |
0-046 |
0.1% |
48% |
False |
True |
277,728 |
| 10 |
124-187 |
123-262 |
0-245 |
0.6% |
0-072 |
0.2% |
86% |
False |
False |
267,607 |
| 20 |
124-187 |
123-227 |
0-280 |
0.7% |
0-078 |
0.2% |
88% |
False |
False |
333,258 |
| 40 |
124-200 |
123-085 |
1-115 |
1.1% |
0-089 |
0.2% |
89% |
False |
False |
358,339 |
| 60 |
124-200 |
123-030 |
1-170 |
1.2% |
0-070 |
0.2% |
90% |
False |
False |
239,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-062 |
|
2.618 |
124-301 |
|
1.618 |
124-251 |
|
1.000 |
124-220 |
|
0.618 |
124-201 |
|
HIGH |
124-170 |
|
0.618 |
124-151 |
|
0.500 |
124-145 |
|
0.382 |
124-139 |
|
LOW |
124-120 |
|
0.618 |
124-089 |
|
1.000 |
124-070 |
|
1.618 |
124-039 |
|
2.618 |
123-309 |
|
4.250 |
123-228 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-154 |
| PP |
124-147 |
124-153 |
| S1 |
124-145 |
124-152 |
|