ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-205 |
124-317 |
0-112 |
0.3% |
124-117 |
| High |
125-000 |
125-007 |
0-007 |
0.0% |
125-000 |
| Low |
124-175 |
124-257 |
0-082 |
0.2% |
124-102 |
| Close |
124-305 |
124-265 |
-0-040 |
-0.1% |
124-305 |
| Range |
0-145 |
0-070 |
-0-075 |
-51.7% |
0-218 |
| ATR |
0-079 |
0-078 |
-0-001 |
-0.8% |
0-000 |
| Volume |
317,352 |
89,551 |
-227,801 |
-71.8% |
2,709,622 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-173 |
125-129 |
124-304 |
|
| R3 |
125-103 |
125-059 |
124-284 |
|
| R2 |
125-033 |
125-033 |
124-278 |
|
| R1 |
124-309 |
124-309 |
124-271 |
124-296 |
| PP |
124-283 |
124-283 |
124-283 |
124-276 |
| S1 |
124-239 |
124-239 |
124-259 |
124-226 |
| S2 |
124-213 |
124-213 |
124-252 |
|
| S3 |
124-143 |
124-169 |
124-246 |
|
| S4 |
124-073 |
124-099 |
124-226 |
|
|
| 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 |
125-007 |
124-125 |
0-202 |
0.5% |
0-074 |
0.2% |
69% |
True |
False |
480,236 |
| 10 |
125-007 |
123-252 |
1-075 |
1.0% |
0-078 |
0.2% |
84% |
True |
False |
462,025 |
| 20 |
125-007 |
123-222 |
1-105 |
1.1% |
0-076 |
0.2% |
85% |
True |
False |
398,817 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-075 |
0.2% |
85% |
True |
False |
371,693 |
| 60 |
125-007 |
123-085 |
1-242 |
1.4% |
0-083 |
0.2% |
89% |
True |
False |
368,791 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-081 |
0.2% |
89% |
True |
False |
350,575 |
| 100 |
125-007 |
123-000 |
2-007 |
1.6% |
0-070 |
0.2% |
90% |
True |
False |
280,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-304 |
|
2.618 |
125-190 |
|
1.618 |
125-120 |
|
1.000 |
125-077 |
|
0.618 |
125-050 |
|
HIGH |
125-007 |
|
0.618 |
124-300 |
|
0.500 |
124-292 |
|
0.382 |
124-284 |
|
LOW |
124-257 |
|
0.618 |
124-214 |
|
1.000 |
124-187 |
|
1.618 |
124-144 |
|
2.618 |
124-074 |
|
4.250 |
123-280 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-292 |
124-257 |
| PP |
124-283 |
124-249 |
| S1 |
124-274 |
124-241 |
|