ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-247 |
124-280 |
0-033 |
0.1% |
124-167 |
| High |
124-300 |
124-312 |
0-012 |
0.0% |
124-262 |
| Low |
124-247 |
124-245 |
-0-002 |
0.0% |
124-152 |
| Close |
124-280 |
124-292 |
0-012 |
0.0% |
124-250 |
| Range |
0-053 |
0-067 |
0-014 |
26.4% |
0-110 |
| ATR |
0-072 |
0-071 |
0-000 |
-0.5% |
0-000 |
| Volume |
351,740 |
334,299 |
-17,441 |
-5.0% |
1,440,775 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-164 |
125-135 |
125-009 |
|
| R3 |
125-097 |
125-068 |
124-310 |
|
| R2 |
125-030 |
125-030 |
124-304 |
|
| R1 |
125-001 |
125-001 |
124-298 |
125-016 |
| PP |
124-283 |
124-283 |
124-283 |
124-290 |
| S1 |
124-254 |
124-254 |
124-286 |
124-268 |
| S2 |
124-216 |
124-216 |
124-280 |
|
| S3 |
124-149 |
124-187 |
124-274 |
|
| S4 |
124-082 |
124-120 |
124-255 |
|
|
| 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 |
124-312 |
124-152 |
0-160 |
0.4% |
0-060 |
0.2% |
88% |
True |
False |
297,715 |
| 10 |
124-312 |
124-120 |
0-192 |
0.5% |
0-060 |
0.2% |
90% |
True |
False |
306,697 |
| 20 |
124-312 |
123-262 |
1-050 |
0.9% |
0-068 |
0.2% |
95% |
True |
False |
298,785 |
| 40 |
124-312 |
123-085 |
1-227 |
1.4% |
0-089 |
0.2% |
96% |
True |
False |
393,138 |
| 60 |
124-312 |
123-080 |
1-232 |
1.4% |
0-075 |
0.2% |
96% |
True |
False |
274,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-277 |
|
2.618 |
125-167 |
|
1.618 |
125-100 |
|
1.000 |
125-059 |
|
0.618 |
125-033 |
|
HIGH |
124-312 |
|
0.618 |
124-286 |
|
0.500 |
124-278 |
|
0.382 |
124-271 |
|
LOW |
124-245 |
|
0.618 |
124-204 |
|
1.000 |
124-178 |
|
1.618 |
124-137 |
|
2.618 |
124-070 |
|
4.250 |
123-280 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-288 |
124-280 |
| PP |
124-283 |
124-267 |
| S1 |
124-278 |
124-254 |
|