ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-275 |
124-187 |
-0-088 |
-0.2% |
124-247 |
| High |
124-280 |
124-275 |
-0-005 |
0.0% |
125-000 |
| Low |
124-170 |
124-152 |
-0-018 |
0.0% |
124-117 |
| Close |
124-175 |
124-222 |
0-047 |
0.1% |
124-152 |
| Range |
0-110 |
0-123 |
0-013 |
11.8% |
0-203 |
| ATR |
0-078 |
0-082 |
0-003 |
4.1% |
0-000 |
| Volume |
418,059 |
519,011 |
100,952 |
24.1% |
1,894,159 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-265 |
125-207 |
124-290 |
|
| R3 |
125-142 |
125-084 |
124-256 |
|
| R2 |
125-019 |
125-019 |
124-245 |
|
| R1 |
124-281 |
124-281 |
124-233 |
124-310 |
| PP |
124-216 |
124-216 |
124-216 |
124-231 |
| S1 |
124-158 |
124-158 |
124-211 |
124-187 |
| S2 |
124-093 |
124-093 |
124-199 |
|
| S3 |
123-290 |
124-035 |
124-188 |
|
| S4 |
123-167 |
123-232 |
124-154 |
|
|
| 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 |
124-282 |
124-117 |
0-165 |
0.4% |
0-107 |
0.3% |
64% |
False |
False |
454,453 |
| 10 |
125-000 |
124-117 |
0-203 |
0.5% |
0-083 |
0.2% |
52% |
False |
False |
385,587 |
| 20 |
125-000 |
124-065 |
0-255 |
0.6% |
0-070 |
0.2% |
62% |
False |
False |
337,094 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-085 |
0.2% |
82% |
False |
False |
360,202 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-081 |
0.2% |
82% |
False |
False |
323,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-158 |
|
2.618 |
125-277 |
|
1.618 |
125-154 |
|
1.000 |
125-078 |
|
0.618 |
125-031 |
|
HIGH |
124-275 |
|
0.618 |
124-228 |
|
0.500 |
124-214 |
|
0.382 |
124-199 |
|
LOW |
124-152 |
|
0.618 |
124-076 |
|
1.000 |
124-029 |
|
1.618 |
123-273 |
|
2.618 |
123-150 |
|
4.250 |
122-269 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-219 |
124-220 |
| PP |
124-216 |
124-219 |
| S1 |
124-214 |
124-217 |
|