ECBOT 5 Year T-Note Future December 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 |
124-047 |
124-115 |
0-068 |
0.2% |
124-005 |
| High |
124-120 |
124-227 |
0-107 |
0.3% |
124-227 |
| Low |
124-042 |
124-067 |
0-025 |
0.1% |
123-310 |
| Close |
124-110 |
124-212 |
0-102 |
0.3% |
124-212 |
| Range |
0-078 |
0-160 |
0-082 |
105.1% |
0-237 |
| ATR |
0-065 |
0-071 |
0-007 |
10.5% |
0-000 |
| Volume |
320,504 |
728,821 |
408,317 |
127.4% |
2,284,457 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-009 |
125-270 |
124-300 |
|
| R3 |
125-169 |
125-110 |
124-256 |
|
| R2 |
125-009 |
125-009 |
124-241 |
|
| R1 |
124-270 |
124-270 |
124-227 |
124-300 |
| PP |
124-169 |
124-169 |
124-169 |
124-183 |
| S1 |
124-110 |
124-110 |
124-197 |
124-140 |
| S2 |
124-009 |
124-009 |
124-183 |
|
| S3 |
123-169 |
123-270 |
124-168 |
|
| S4 |
123-009 |
123-110 |
124-124 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-214 |
126-130 |
125-022 |
|
| R3 |
125-297 |
125-213 |
124-277 |
|
| R2 |
125-060 |
125-060 |
124-255 |
|
| R1 |
124-296 |
124-296 |
124-234 |
125-018 |
| PP |
124-143 |
124-143 |
124-143 |
124-164 |
| S1 |
124-059 |
124-059 |
124-190 |
124-101 |
| S2 |
123-226 |
123-226 |
124-169 |
|
| S3 |
122-309 |
123-142 |
124-147 |
|
| S4 |
122-072 |
122-225 |
124-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-227 |
123-310 |
0-237 |
0.6% |
0-078 |
0.2% |
94% |
True |
False |
456,891 |
| 10 |
124-227 |
123-130 |
1-097 |
1.0% |
0-079 |
0.2% |
96% |
True |
False |
247,486 |
| 20 |
124-227 |
123-100 |
1-127 |
1.1% |
0-063 |
0.2% |
97% |
True |
False |
126,454 |
| 40 |
124-227 |
123-100 |
1-127 |
1.1% |
0-046 |
0.1% |
97% |
True |
False |
63,592 |
| 60 |
124-227 |
123-040 |
1-187 |
1.3% |
0-031 |
0.1% |
97% |
True |
False |
42,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-267 |
|
2.618 |
126-006 |
|
1.618 |
125-166 |
|
1.000 |
125-067 |
|
0.618 |
125-006 |
|
HIGH |
124-227 |
|
0.618 |
124-166 |
|
0.500 |
124-147 |
|
0.382 |
124-128 |
|
LOW |
124-067 |
|
0.618 |
123-288 |
|
1.000 |
123-227 |
|
1.618 |
123-128 |
|
2.618 |
122-288 |
|
4.250 |
122-027 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-190 |
124-181 |
| PP |
124-169 |
124-150 |
| S1 |
124-147 |
124-120 |
|