ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-295 |
124-255 |
-0-040 |
-0.1% |
124-247 |
| High |
124-305 |
124-260 |
-0-045 |
-0.1% |
125-000 |
| Low |
124-250 |
124-117 |
-0-133 |
-0.3% |
124-117 |
| Close |
124-272 |
124-152 |
-0-120 |
-0.3% |
124-152 |
| Range |
0-055 |
0-143 |
0-088 |
160.0% |
0-203 |
| ATR |
0-070 |
0-076 |
0-006 |
8.8% |
0-000 |
| Volume |
326,702 |
561,387 |
234,685 |
71.8% |
1,894,159 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-285 |
125-202 |
124-231 |
|
| R3 |
125-142 |
125-059 |
124-191 |
|
| R2 |
124-319 |
124-319 |
124-178 |
|
| R1 |
124-236 |
124-236 |
124-165 |
124-206 |
| PP |
124-176 |
124-176 |
124-176 |
124-162 |
| S1 |
124-093 |
124-093 |
124-139 |
124-063 |
| S2 |
124-033 |
124-033 |
124-126 |
|
| S3 |
123-210 |
123-270 |
124-113 |
|
| S4 |
123-067 |
123-127 |
124-073 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-165 |
126-042 |
124-264 |
|
| R3 |
125-282 |
125-159 |
124-208 |
|
| R2 |
125-079 |
125-079 |
124-189 |
|
| R1 |
124-276 |
124-276 |
124-171 |
124-236 |
| PP |
124-196 |
124-196 |
124-196 |
124-176 |
| S1 |
124-073 |
124-073 |
124-133 |
124-033 |
| S2 |
123-313 |
123-313 |
124-115 |
|
| S3 |
123-110 |
123-190 |
124-096 |
|
| S4 |
122-227 |
122-307 |
124-040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-000 |
124-117 |
0-203 |
0.5% |
0-076 |
0.2% |
17% |
False |
True |
378,831 |
| 10 |
125-000 |
124-117 |
0-203 |
0.5% |
0-070 |
0.2% |
17% |
False |
True |
333,493 |
| 20 |
125-000 |
123-262 |
1-058 |
0.9% |
0-071 |
0.2% |
56% |
False |
False |
300,550 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-087 |
0.2% |
70% |
False |
False |
373,161 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-077 |
0.2% |
70% |
False |
False |
295,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-228 |
|
2.618 |
125-314 |
|
1.618 |
125-171 |
|
1.000 |
125-083 |
|
0.618 |
125-028 |
|
HIGH |
124-260 |
|
0.618 |
124-205 |
|
0.500 |
124-188 |
|
0.382 |
124-172 |
|
LOW |
124-117 |
|
0.618 |
124-029 |
|
1.000 |
123-294 |
|
1.618 |
123-206 |
|
2.618 |
123-063 |
|
4.250 |
122-149 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-188 |
124-218 |
| PP |
124-176 |
124-196 |
| S1 |
124-164 |
124-174 |
|