ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-230 |
124-200 |
-0-030 |
-0.1% |
124-317 |
| High |
124-242 |
124-207 |
-0-035 |
-0.1% |
125-007 |
| Low |
124-200 |
124-152 |
-0-048 |
-0.1% |
124-110 |
| Close |
124-202 |
124-162 |
-0-040 |
-0.1% |
124-232 |
| Range |
0-042 |
0-055 |
0-013 |
31.0% |
0-217 |
| ATR |
0-081 |
0-079 |
-0-002 |
-2.3% |
0-000 |
| Volume |
19,685 |
34,816 |
15,131 |
76.9% |
204,435 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-019 |
124-305 |
124-192 |
|
| R3 |
124-284 |
124-250 |
124-177 |
|
| R2 |
124-229 |
124-229 |
124-172 |
|
| R1 |
124-195 |
124-195 |
124-167 |
124-184 |
| PP |
124-174 |
124-174 |
124-174 |
124-168 |
| S1 |
124-140 |
124-140 |
124-157 |
124-130 |
| S2 |
124-119 |
124-119 |
124-152 |
|
| S3 |
124-064 |
124-085 |
124-147 |
|
| S4 |
124-009 |
124-030 |
124-132 |
|
|
| 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 |
124-292 |
124-110 |
0-182 |
0.5% |
0-089 |
0.2% |
29% |
False |
False |
30,669 |
| 10 |
125-007 |
124-110 |
0-217 |
0.5% |
0-083 |
0.2% |
24% |
False |
False |
188,612 |
| 20 |
125-007 |
123-222 |
1-105 |
1.1% |
0-078 |
0.2% |
61% |
False |
False |
312,786 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-079 |
0.2% |
61% |
False |
False |
330,978 |
| 60 |
125-007 |
123-222 |
1-105 |
1.1% |
0-078 |
0.2% |
61% |
False |
False |
330,006 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-085 |
0.2% |
71% |
False |
False |
352,524 |
| 100 |
125-007 |
123-050 |
1-277 |
1.5% |
0-075 |
0.2% |
72% |
False |
False |
282,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-121 |
|
2.618 |
125-031 |
|
1.618 |
124-296 |
|
1.000 |
124-262 |
|
0.618 |
124-241 |
|
HIGH |
124-207 |
|
0.618 |
124-186 |
|
0.500 |
124-180 |
|
0.382 |
124-173 |
|
LOW |
124-152 |
|
0.618 |
124-118 |
|
1.000 |
124-097 |
|
1.618 |
124-063 |
|
2.618 |
124-008 |
|
4.250 |
123-238 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-180 |
124-207 |
| PP |
124-174 |
124-192 |
| S1 |
124-168 |
124-177 |
|