ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-230 |
124-177 |
-0-053 |
-0.1% |
124-005 |
| High |
124-232 |
124-217 |
-0-015 |
0.0% |
124-227 |
| Low |
124-160 |
124-162 |
0-002 |
0.0% |
123-310 |
| Close |
124-170 |
124-175 |
0-005 |
0.0% |
124-212 |
| Range |
0-072 |
0-055 |
-0-017 |
-23.6% |
0-237 |
| ATR |
0-071 |
0-070 |
-0-001 |
-1.6% |
0-000 |
| Volume |
684,712 |
482,827 |
-201,885 |
-29.5% |
2,284,457 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-030 |
124-317 |
124-205 |
|
| R3 |
124-295 |
124-262 |
124-190 |
|
| R2 |
124-240 |
124-240 |
124-185 |
|
| R1 |
124-207 |
124-207 |
124-180 |
124-196 |
| PP |
124-185 |
124-185 |
124-185 |
124-179 |
| S1 |
124-152 |
124-152 |
124-170 |
124-141 |
| S2 |
124-130 |
124-130 |
124-165 |
|
| S3 |
124-075 |
124-097 |
124-160 |
|
| S4 |
124-020 |
124-042 |
124-145 |
|
|
| 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 |
124-232 |
124-012 |
0-220 |
0.6% |
0-083 |
0.2% |
74% |
False |
False |
556,124 |
| 10 |
124-232 |
123-190 |
1-042 |
0.9% |
0-080 |
0.2% |
84% |
False |
False |
361,791 |
| 20 |
124-232 |
123-100 |
1-132 |
1.1% |
0-063 |
0.2% |
87% |
False |
False |
184,461 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-048 |
0.1% |
87% |
False |
False |
92,780 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-033 |
0.1% |
89% |
False |
False |
61,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-131 |
|
2.618 |
125-041 |
|
1.618 |
124-306 |
|
1.000 |
124-272 |
|
0.618 |
124-251 |
|
HIGH |
124-217 |
|
0.618 |
124-196 |
|
0.500 |
124-190 |
|
0.382 |
124-183 |
|
LOW |
124-162 |
|
0.618 |
124-128 |
|
1.000 |
124-107 |
|
1.618 |
124-073 |
|
2.618 |
124-018 |
|
4.250 |
123-248 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-190 |
124-166 |
| PP |
124-185 |
124-158 |
| S1 |
124-180 |
124-150 |
|