ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-160 |
124-205 |
0-045 |
0.1% |
124-117 |
| High |
124-222 |
125-000 |
0-098 |
0.2% |
125-000 |
| Low |
124-155 |
124-175 |
0-020 |
0.1% |
124-102 |
| Close |
124-212 |
124-305 |
0-093 |
0.2% |
124-305 |
| Range |
0-067 |
0-145 |
0-078 |
116.4% |
0-218 |
| ATR |
0-074 |
0-079 |
0-005 |
6.8% |
0-000 |
| Volume |
412,907 |
317,352 |
-95,555 |
-23.1% |
2,709,622 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-062 |
126-008 |
125-065 |
|
| R3 |
125-237 |
125-183 |
125-025 |
|
| R2 |
125-092 |
125-092 |
125-012 |
|
| R1 |
125-038 |
125-038 |
124-318 |
125-065 |
| PP |
124-267 |
124-267 |
124-267 |
124-280 |
| S1 |
124-213 |
124-213 |
124-292 |
124-240 |
| S2 |
124-122 |
124-122 |
124-278 |
|
| S3 |
123-297 |
124-068 |
124-265 |
|
| S4 |
123-152 |
123-243 |
124-225 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-256 |
126-179 |
125-105 |
|
| R3 |
126-038 |
125-281 |
125-045 |
|
| R2 |
125-140 |
125-140 |
125-025 |
|
| R1 |
125-063 |
125-063 |
125-005 |
125-102 |
| PP |
124-242 |
124-242 |
124-242 |
124-262 |
| S1 |
124-165 |
124-165 |
124-285 |
124-204 |
| S2 |
124-024 |
124-024 |
124-265 |
|
| S3 |
123-126 |
123-267 |
124-245 |
|
| S4 |
122-228 |
123-049 |
124-185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-000 |
124-102 |
0-218 |
0.5% |
0-073 |
0.2% |
93% |
True |
False |
541,924 |
| 10 |
125-000 |
123-235 |
1-085 |
1.0% |
0-079 |
0.2% |
96% |
True |
False |
479,960 |
| 20 |
125-000 |
123-222 |
1-098 |
1.0% |
0-077 |
0.2% |
96% |
True |
False |
407,107 |
| 40 |
125-000 |
123-222 |
1-098 |
1.0% |
0-074 |
0.2% |
96% |
True |
False |
374,529 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-083 |
0.2% |
97% |
True |
False |
373,493 |
| 80 |
125-000 |
123-085 |
1-235 |
1.4% |
0-081 |
0.2% |
97% |
True |
False |
349,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-296 |
|
2.618 |
126-060 |
|
1.618 |
125-235 |
|
1.000 |
125-145 |
|
0.618 |
125-090 |
|
HIGH |
125-000 |
|
0.618 |
124-265 |
|
0.500 |
124-248 |
|
0.382 |
124-230 |
|
LOW |
124-175 |
|
0.618 |
124-085 |
|
1.000 |
124-030 |
|
1.618 |
123-260 |
|
2.618 |
123-115 |
|
4.250 |
122-199 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-286 |
124-278 |
| PP |
124-267 |
124-250 |
| S1 |
124-248 |
124-222 |
|