ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
123-277 |
123-260 |
-0-017 |
0.0% |
124-105 |
| High |
123-297 |
123-305 |
0-008 |
0.0% |
124-130 |
| Low |
123-222 |
123-255 |
0-033 |
0.1% |
123-222 |
| Close |
123-257 |
123-280 |
0-023 |
0.1% |
123-280 |
| Range |
0-075 |
0-050 |
-0-025 |
-33.3% |
0-228 |
| ATR |
0-081 |
0-079 |
-0-002 |
-2.7% |
0-000 |
| Volume |
455,269 |
275,124 |
-180,145 |
-39.6% |
1,710,081 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-110 |
124-085 |
123-308 |
|
| R3 |
124-060 |
124-035 |
123-294 |
|
| R2 |
124-010 |
124-010 |
123-289 |
|
| R1 |
123-305 |
123-305 |
123-285 |
123-318 |
| PP |
123-280 |
123-280 |
123-280 |
123-286 |
| S1 |
123-255 |
123-255 |
123-275 |
123-268 |
| S2 |
123-230 |
123-230 |
123-271 |
|
| S3 |
123-180 |
123-205 |
123-266 |
|
| S4 |
123-130 |
123-155 |
123-252 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-041 |
125-229 |
124-085 |
|
| R3 |
125-133 |
125-001 |
124-023 |
|
| R2 |
124-225 |
124-225 |
124-002 |
|
| R1 |
124-093 |
124-093 |
123-301 |
124-045 |
| PP |
123-317 |
123-317 |
123-317 |
123-294 |
| S1 |
123-185 |
123-185 |
123-259 |
123-137 |
| S2 |
123-089 |
123-089 |
123-238 |
|
| S3 |
122-181 |
122-277 |
123-217 |
|
| S4 |
121-273 |
122-049 |
123-155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-130 |
123-222 |
0-228 |
0.6% |
0-072 |
0.2% |
25% |
False |
False |
342,016 |
| 10 |
124-190 |
123-222 |
0-288 |
0.7% |
0-075 |
0.2% |
20% |
False |
False |
334,255 |
| 20 |
125-000 |
123-222 |
1-098 |
1.1% |
0-082 |
0.2% |
14% |
False |
False |
367,606 |
| 40 |
125-000 |
123-222 |
1-098 |
1.1% |
0-075 |
0.2% |
14% |
False |
False |
331,906 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-087 |
0.2% |
35% |
False |
False |
382,998 |
| 80 |
125-000 |
123-080 |
1-240 |
1.4% |
0-076 |
0.2% |
36% |
False |
False |
289,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-198 |
|
2.618 |
124-116 |
|
1.618 |
124-066 |
|
1.000 |
124-035 |
|
0.618 |
124-016 |
|
HIGH |
123-305 |
|
0.618 |
123-286 |
|
0.500 |
123-280 |
|
0.382 |
123-274 |
|
LOW |
123-255 |
|
0.618 |
123-224 |
|
1.000 |
123-205 |
|
1.618 |
123-174 |
|
2.618 |
123-124 |
|
4.250 |
123-042 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-280 |
123-292 |
| PP |
123-280 |
123-288 |
| S1 |
123-280 |
123-284 |
|