ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-085 |
124-047 |
-0-038 |
-0.1% |
124-167 |
| High |
124-117 |
124-075 |
-0-042 |
-0.1% |
124-282 |
| Low |
124-040 |
124-010 |
-0-030 |
-0.1% |
124-112 |
| Close |
124-062 |
124-057 |
-0-005 |
0.0% |
124-122 |
| Range |
0-077 |
0-065 |
-0-012 |
-15.6% |
0-170 |
| ATR |
0-085 |
0-083 |
-0-001 |
-1.7% |
0-000 |
| Volume |
344,933 |
379,365 |
34,432 |
10.0% |
2,115,429 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-242 |
124-215 |
124-093 |
|
| R3 |
124-177 |
124-150 |
124-075 |
|
| R2 |
124-112 |
124-112 |
124-069 |
|
| R1 |
124-085 |
124-085 |
124-063 |
124-098 |
| PP |
124-047 |
124-047 |
124-047 |
124-054 |
| S1 |
124-020 |
124-020 |
124-051 |
124-034 |
| S2 |
123-302 |
123-302 |
124-045 |
|
| S3 |
123-237 |
123-275 |
124-039 |
|
| S4 |
123-172 |
123-210 |
124-021 |
|
|
| 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 |
124-232 |
124-010 |
0-222 |
0.6% |
0-088 |
0.2% |
21% |
False |
True |
359,040 |
| 10 |
124-282 |
124-010 |
0-272 |
0.7% |
0-098 |
0.2% |
17% |
False |
True |
406,746 |
| 20 |
125-000 |
124-010 |
0-310 |
0.8% |
0-079 |
0.2% |
15% |
False |
True |
354,827 |
| 40 |
125-000 |
123-227 |
1-093 |
1.0% |
0-079 |
0.2% |
36% |
False |
False |
348,585 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-086 |
0.2% |
53% |
False |
False |
353,346 |
| 80 |
125-000 |
123-020 |
1-300 |
1.6% |
0-071 |
0.2% |
58% |
False |
False |
265,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-031 |
|
2.618 |
124-245 |
|
1.618 |
124-180 |
|
1.000 |
124-140 |
|
0.618 |
124-115 |
|
HIGH |
124-075 |
|
0.618 |
124-050 |
|
0.500 |
124-042 |
|
0.382 |
124-035 |
|
LOW |
124-010 |
|
0.618 |
123-290 |
|
1.000 |
123-265 |
|
1.618 |
123-225 |
|
2.618 |
123-160 |
|
4.250 |
123-054 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-052 |
124-088 |
| PP |
124-047 |
124-078 |
| S1 |
124-042 |
124-068 |
|