ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-130 |
124-155 |
0-025 |
0.1% |
124-167 |
| High |
124-190 |
124-167 |
-0-023 |
-0.1% |
124-282 |
| Low |
124-112 |
124-065 |
-0-047 |
-0.1% |
124-112 |
| Close |
124-170 |
124-087 |
-0-083 |
-0.2% |
124-122 |
| Range |
0-078 |
0-102 |
0-024 |
30.8% |
0-170 |
| ATR |
0-084 |
0-085 |
0-002 |
1.8% |
0-000 |
| Volume |
255,360 |
410,993 |
155,633 |
60.9% |
2,115,429 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-092 |
125-032 |
124-143 |
|
| R3 |
124-310 |
124-250 |
124-115 |
|
| R2 |
124-208 |
124-208 |
124-106 |
|
| R1 |
124-148 |
124-148 |
124-096 |
124-127 |
| PP |
124-106 |
124-106 |
124-106 |
124-096 |
| S1 |
124-046 |
124-046 |
124-078 |
124-025 |
| S2 |
124-004 |
124-004 |
124-068 |
|
| S3 |
123-222 |
123-264 |
124-059 |
|
| S4 |
123-120 |
123-162 |
124-031 |
|
|
| 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 |
124-280 |
124-065 |
0-215 |
0.5% |
0-107 |
0.3% |
10% |
False |
True |
401,594 |
| 10 |
125-000 |
124-065 |
0-255 |
0.6% |
0-095 |
0.2% |
9% |
False |
True |
398,990 |
| 20 |
125-000 |
124-065 |
0-255 |
0.6% |
0-078 |
0.2% |
9% |
False |
True |
352,843 |
| 40 |
125-000 |
123-217 |
1-103 |
1.1% |
0-082 |
0.2% |
45% |
False |
False |
352,941 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-084 |
0.2% |
58% |
False |
False |
341,334 |
| 80 |
125-000 |
123-000 |
2-000 |
1.6% |
0-070 |
0.2% |
64% |
False |
False |
256,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-280 |
|
2.618 |
125-114 |
|
1.618 |
125-012 |
|
1.000 |
124-269 |
|
0.618 |
124-230 |
|
HIGH |
124-167 |
|
0.618 |
124-128 |
|
0.500 |
124-116 |
|
0.382 |
124-104 |
|
LOW |
124-065 |
|
0.618 |
124-002 |
|
1.000 |
123-283 |
|
1.618 |
123-220 |
|
2.618 |
123-118 |
|
4.250 |
122-272 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-116 |
124-148 |
| PP |
124-106 |
124-128 |
| S1 |
124-097 |
124-108 |
|