ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-202 |
124-200 |
-0-002 |
0.0% |
124-167 |
| High |
124-232 |
124-262 |
0-030 |
0.1% |
124-262 |
| Low |
124-187 |
124-197 |
0-010 |
0.0% |
124-152 |
| Close |
124-195 |
124-250 |
0-055 |
0.1% |
124-250 |
| Range |
0-045 |
0-065 |
0-020 |
44.4% |
0-110 |
| ATR |
0-074 |
0-073 |
0-000 |
-0.7% |
0-000 |
| Volume |
308,627 |
250,837 |
-57,790 |
-18.7% |
1,440,775 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-111 |
125-086 |
124-286 |
|
| R3 |
125-046 |
125-021 |
124-268 |
|
| R2 |
124-301 |
124-301 |
124-262 |
|
| R1 |
124-276 |
124-276 |
124-256 |
124-288 |
| PP |
124-236 |
124-236 |
124-236 |
124-243 |
| S1 |
124-211 |
124-211 |
124-244 |
124-224 |
| S2 |
124-171 |
124-171 |
124-238 |
|
| S3 |
124-106 |
124-146 |
124-232 |
|
| S4 |
124-041 |
124-081 |
124-214 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-231 |
125-191 |
124-310 |
|
| R3 |
125-121 |
125-081 |
124-280 |
|
| R2 |
125-011 |
125-011 |
124-270 |
|
| R1 |
124-291 |
124-291 |
124-260 |
124-311 |
| PP |
124-221 |
124-221 |
124-221 |
124-232 |
| S1 |
124-181 |
124-181 |
124-240 |
124-201 |
| S2 |
124-111 |
124-111 |
124-230 |
|
| S3 |
124-001 |
124-071 |
124-220 |
|
| S4 |
123-211 |
123-281 |
124-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-262 |
124-152 |
0-110 |
0.3% |
0-065 |
0.2% |
89% |
True |
False |
288,155 |
| 10 |
124-262 |
124-120 |
0-142 |
0.4% |
0-055 |
0.1% |
92% |
True |
False |
282,941 |
| 20 |
124-262 |
123-232 |
1-030 |
0.9% |
0-069 |
0.2% |
97% |
True |
False |
296,205 |
| 40 |
124-262 |
123-085 |
1-177 |
1.2% |
0-090 |
0.2% |
98% |
True |
False |
390,694 |
| 60 |
124-262 |
123-080 |
1-182 |
1.3% |
0-074 |
0.2% |
98% |
True |
False |
263,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-218 |
|
2.618 |
125-112 |
|
1.618 |
125-047 |
|
1.000 |
125-007 |
|
0.618 |
124-302 |
|
HIGH |
124-262 |
|
0.618 |
124-237 |
|
0.500 |
124-230 |
|
0.382 |
124-222 |
|
LOW |
124-197 |
|
0.618 |
124-157 |
|
1.000 |
124-132 |
|
1.618 |
124-092 |
|
2.618 |
124-027 |
|
4.250 |
123-241 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-243 |
124-236 |
| PP |
124-236 |
124-221 |
| S1 |
124-230 |
124-207 |
|