ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-177 |
124-167 |
-0-010 |
0.0% |
124-005 |
| High |
124-217 |
124-180 |
-0-037 |
-0.1% |
124-227 |
| Low |
124-162 |
124-062 |
-0-100 |
-0.3% |
123-310 |
| Close |
124-175 |
124-075 |
-0-100 |
-0.3% |
124-212 |
| Range |
0-055 |
0-118 |
0-063 |
114.5% |
0-237 |
| ATR |
0-070 |
0-074 |
0-003 |
4.8% |
0-000 |
| Volume |
482,827 |
590,911 |
108,084 |
22.4% |
2,284,457 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-140 |
125-065 |
124-140 |
|
| R3 |
125-022 |
124-267 |
124-107 |
|
| R2 |
124-224 |
124-224 |
124-097 |
|
| R1 |
124-149 |
124-149 |
124-086 |
124-128 |
| PP |
124-106 |
124-106 |
124-106 |
124-095 |
| S1 |
124-031 |
124-031 |
124-064 |
124-010 |
| S2 |
123-308 |
123-308 |
124-053 |
|
| S3 |
123-190 |
123-233 |
124-043 |
|
| S4 |
123-072 |
123-115 |
124-010 |
|
|
| 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 |
124-042 |
0-190 |
0.5% |
0-097 |
0.2% |
17% |
False |
False |
561,555 |
| 10 |
124-232 |
123-310 |
0-242 |
0.6% |
0-076 |
0.2% |
35% |
False |
False |
418,316 |
| 20 |
124-232 |
123-100 |
1-132 |
1.1% |
0-067 |
0.2% |
65% |
False |
False |
213,797 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-051 |
0.1% |
65% |
False |
False |
107,553 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-035 |
0.1% |
69% |
False |
False |
71,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-042 |
|
2.618 |
125-169 |
|
1.618 |
125-051 |
|
1.000 |
124-298 |
|
0.618 |
124-253 |
|
HIGH |
124-180 |
|
0.618 |
124-135 |
|
0.500 |
124-121 |
|
0.382 |
124-107 |
|
LOW |
124-062 |
|
0.618 |
123-309 |
|
1.000 |
123-264 |
|
1.618 |
123-191 |
|
2.618 |
123-073 |
|
4.250 |
122-200 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-121 |
124-147 |
| PP |
124-106 |
124-123 |
| S1 |
124-090 |
124-099 |
|