ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-187 |
124-217 |
0-030 |
0.1% |
124-167 |
| High |
124-275 |
124-232 |
-0-043 |
-0.1% |
124-282 |
| Low |
124-152 |
124-112 |
-0-040 |
-0.1% |
124-112 |
| Close |
124-222 |
124-122 |
-0-100 |
-0.3% |
124-122 |
| Range |
0-123 |
0-120 |
-0-003 |
-2.4% |
0-170 |
| ATR |
0-082 |
0-084 |
0-003 |
3.4% |
0-000 |
| Volume |
519,011 |
404,549 |
-114,462 |
-22.1% |
2,115,429 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-195 |
125-119 |
124-188 |
|
| R3 |
125-075 |
124-319 |
124-155 |
|
| R2 |
124-275 |
124-275 |
124-144 |
|
| R1 |
124-199 |
124-199 |
124-133 |
124-177 |
| PP |
124-155 |
124-155 |
124-155 |
124-144 |
| S1 |
124-079 |
124-079 |
124-111 |
124-057 |
| S2 |
124-035 |
124-035 |
124-100 |
|
| S3 |
123-235 |
123-279 |
124-089 |
|
| S4 |
123-115 |
123-159 |
124-056 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-042 |
125-252 |
124-216 |
|
| R3 |
125-192 |
125-082 |
124-169 |
|
| R2 |
125-022 |
125-022 |
124-153 |
|
| R1 |
124-232 |
124-232 |
124-138 |
124-202 |
| PP |
124-172 |
124-172 |
124-172 |
124-157 |
| S1 |
124-062 |
124-062 |
124-106 |
124-032 |
| S2 |
124-002 |
124-002 |
124-091 |
|
| S3 |
123-152 |
123-212 |
124-075 |
|
| S4 |
122-302 |
123-042 |
124-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-282 |
124-112 |
0-170 |
0.4% |
0-102 |
0.3% |
6% |
False |
True |
423,085 |
| 10 |
125-000 |
124-112 |
0-208 |
0.5% |
0-089 |
0.2% |
5% |
False |
True |
400,958 |
| 20 |
125-000 |
124-112 |
0-208 |
0.5% |
0-072 |
0.2% |
5% |
False |
True |
341,950 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-086 |
0.2% |
64% |
False |
False |
356,686 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-082 |
0.2% |
64% |
False |
False |
330,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-102 |
|
2.618 |
125-226 |
|
1.618 |
125-106 |
|
1.000 |
125-032 |
|
0.618 |
124-306 |
|
HIGH |
124-232 |
|
0.618 |
124-186 |
|
0.500 |
124-172 |
|
0.382 |
124-158 |
|
LOW |
124-112 |
|
0.618 |
124-038 |
|
1.000 |
123-312 |
|
1.618 |
123-238 |
|
2.618 |
123-118 |
|
4.250 |
122-242 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-172 |
124-196 |
| PP |
124-155 |
124-171 |
| S1 |
124-139 |
124-147 |
|