ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-167 |
124-227 |
0-060 |
0.2% |
124-247 |
| High |
124-237 |
124-282 |
0-045 |
0.1% |
125-000 |
| Low |
124-145 |
124-217 |
0-072 |
0.2% |
124-117 |
| Close |
124-225 |
124-250 |
0-025 |
0.1% |
124-152 |
| Range |
0-092 |
0-065 |
-0-027 |
-29.3% |
0-203 |
| ATR |
0-077 |
0-076 |
-0-001 |
-1.1% |
0-000 |
| Volume |
345,638 |
428,172 |
82,534 |
23.9% |
1,894,159 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-125 |
125-092 |
124-286 |
|
| R3 |
125-060 |
125-027 |
124-268 |
|
| R2 |
124-315 |
124-315 |
124-262 |
|
| R1 |
124-282 |
124-282 |
124-256 |
124-298 |
| PP |
124-250 |
124-250 |
124-250 |
124-258 |
| S1 |
124-217 |
124-217 |
124-244 |
124-234 |
| S2 |
124-185 |
124-185 |
124-238 |
|
| S3 |
124-120 |
124-152 |
124-232 |
|
| S4 |
124-055 |
124-087 |
124-214 |
|
|
| 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% |
66% |
False |
False |
396,386 |
| 10 |
125-000 |
124-117 |
0-203 |
0.5% |
0-072 |
0.2% |
66% |
False |
False |
347,050 |
| 20 |
125-000 |
124-025 |
0-295 |
0.7% |
0-066 |
0.2% |
76% |
False |
False |
290,284 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-084 |
0.2% |
87% |
False |
False |
363,651 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-078 |
0.2% |
87% |
False |
False |
307,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-238 |
|
2.618 |
125-132 |
|
1.618 |
125-067 |
|
1.000 |
125-027 |
|
0.618 |
125-002 |
|
HIGH |
124-282 |
|
0.618 |
124-257 |
|
0.500 |
124-250 |
|
0.382 |
124-242 |
|
LOW |
124-217 |
|
0.618 |
124-177 |
|
1.000 |
124-152 |
|
1.618 |
124-112 |
|
2.618 |
124-047 |
|
4.250 |
123-261 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-250 |
124-233 |
| PP |
124-250 |
124-216 |
| S1 |
124-250 |
124-200 |
|