ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-232 |
124-230 |
-0-002 |
0.0% |
124-317 |
| High |
124-262 |
124-242 |
-0-020 |
-0.1% |
125-007 |
| Low |
124-202 |
124-200 |
-0-002 |
0.0% |
124-110 |
| Close |
124-210 |
124-202 |
-0-008 |
0.0% |
124-232 |
| Range |
0-060 |
0-042 |
-0-018 |
-30.0% |
0-217 |
| ATR |
0-084 |
0-081 |
-0-003 |
-3.6% |
0-000 |
| Volume |
25,929 |
19,685 |
-6,244 |
-24.1% |
204,435 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-021 |
124-313 |
124-225 |
|
| R3 |
124-299 |
124-271 |
124-214 |
|
| R2 |
124-257 |
124-257 |
124-210 |
|
| R1 |
124-229 |
124-229 |
124-206 |
124-222 |
| PP |
124-215 |
124-215 |
124-215 |
124-211 |
| S1 |
124-187 |
124-187 |
124-198 |
124-180 |
| S2 |
124-173 |
124-173 |
124-194 |
|
| S3 |
124-131 |
124-145 |
124-190 |
|
| S4 |
124-089 |
124-103 |
124-179 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-234 |
126-130 |
125-031 |
|
| R3 |
126-017 |
125-233 |
124-292 |
|
| R2 |
125-120 |
125-120 |
124-272 |
|
| R1 |
125-016 |
125-016 |
124-252 |
124-280 |
| PP |
124-223 |
124-223 |
124-223 |
124-195 |
| S1 |
124-119 |
124-119 |
124-212 |
124-062 |
| S2 |
124-006 |
124-006 |
124-192 |
|
| S3 |
123-109 |
123-222 |
124-172 |
|
| S4 |
122-212 |
123-005 |
124-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-310 |
124-110 |
0-200 |
0.5% |
0-088 |
0.2% |
46% |
False |
False |
32,099 |
| 10 |
125-007 |
124-110 |
0-217 |
0.5% |
0-081 |
0.2% |
42% |
False |
False |
256,168 |
| 20 |
125-007 |
123-222 |
1-105 |
1.1% |
0-080 |
0.2% |
71% |
False |
False |
327,260 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-079 |
0.2% |
71% |
False |
False |
337,975 |
| 60 |
125-007 |
123-222 |
1-105 |
1.1% |
0-078 |
0.2% |
71% |
False |
False |
335,530 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-085 |
0.2% |
78% |
False |
False |
352,143 |
| 100 |
125-007 |
123-030 |
1-297 |
1.5% |
0-074 |
0.2% |
80% |
False |
False |
282,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-100 |
|
2.618 |
125-032 |
|
1.618 |
124-310 |
|
1.000 |
124-284 |
|
0.618 |
124-268 |
|
HIGH |
124-242 |
|
0.618 |
124-226 |
|
0.500 |
124-221 |
|
0.382 |
124-216 |
|
LOW |
124-200 |
|
0.618 |
124-174 |
|
1.000 |
124-158 |
|
1.618 |
124-132 |
|
2.618 |
124-090 |
|
4.250 |
124-022 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-221 |
124-202 |
| PP |
124-215 |
124-201 |
| S1 |
124-208 |
124-201 |
|