ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-255 |
124-167 |
-0-088 |
-0.2% |
124-247 |
| High |
124-260 |
124-237 |
-0-023 |
-0.1% |
125-000 |
| Low |
124-117 |
124-145 |
0-028 |
0.1% |
124-117 |
| Close |
124-152 |
124-225 |
0-073 |
0.2% |
124-152 |
| Range |
0-143 |
0-092 |
-0-051 |
-35.7% |
0-203 |
| ATR |
0-076 |
0-077 |
0-001 |
1.5% |
0-000 |
| Volume |
561,387 |
345,638 |
-215,749 |
-38.4% |
1,894,159 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-158 |
125-124 |
124-276 |
|
| R3 |
125-066 |
125-032 |
124-250 |
|
| R2 |
124-294 |
124-294 |
124-242 |
|
| R1 |
124-260 |
124-260 |
124-233 |
124-277 |
| PP |
124-202 |
124-202 |
124-202 |
124-211 |
| S1 |
124-168 |
124-168 |
124-217 |
124-185 |
| S2 |
124-110 |
124-110 |
124-208 |
|
| S3 |
124-018 |
124-076 |
124-200 |
|
| S4 |
123-246 |
123-304 |
124-174 |
|
|
| 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% |
0-083 |
0.2% |
53% |
False |
False |
377,611 |
| 10 |
125-000 |
124-117 |
0-203 |
0.5% |
0-071 |
0.2% |
53% |
False |
False |
335,702 |
| 20 |
125-000 |
123-307 |
1-013 |
0.8% |
0-069 |
0.2% |
71% |
False |
False |
291,803 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-086 |
0.2% |
83% |
False |
False |
363,880 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-079 |
0.2% |
83% |
False |
False |
300,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-308 |
|
2.618 |
125-158 |
|
1.618 |
125-066 |
|
1.000 |
125-009 |
|
0.618 |
124-294 |
|
HIGH |
124-237 |
|
0.618 |
124-202 |
|
0.500 |
124-191 |
|
0.382 |
124-180 |
|
LOW |
124-145 |
|
0.618 |
124-088 |
|
1.000 |
124-053 |
|
1.618 |
123-316 |
|
2.618 |
123-224 |
|
4.250 |
123-074 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-214 |
124-220 |
| PP |
124-202 |
124-216 |
| S1 |
124-191 |
124-211 |
|