ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-052 |
124-077 |
0-025 |
0.1% |
124-127 |
| High |
124-095 |
124-130 |
0-035 |
0.1% |
124-167 |
| Low |
124-042 |
124-062 |
0-020 |
0.1% |
123-302 |
| Close |
124-070 |
124-070 |
0-000 |
0.0% |
124-037 |
| Range |
0-053 |
0-068 |
0-015 |
28.3% |
0-185 |
| ATR |
0-083 |
0-082 |
-0-001 |
-1.3% |
0-000 |
| Volume |
449,219 |
588,563 |
139,344 |
31.0% |
2,948,641 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-291 |
124-249 |
124-107 |
|
| R3 |
124-223 |
124-181 |
124-089 |
|
| R2 |
124-155 |
124-155 |
124-082 |
|
| R1 |
124-113 |
124-113 |
124-076 |
124-100 |
| PP |
124-087 |
124-087 |
124-087 |
124-081 |
| S1 |
124-045 |
124-045 |
124-064 |
124-032 |
| S2 |
124-019 |
124-019 |
124-058 |
|
| S3 |
123-271 |
123-297 |
124-051 |
|
| S4 |
123-203 |
123-229 |
124-033 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-297 |
125-192 |
124-139 |
|
| R3 |
125-112 |
125-007 |
124-088 |
|
| R2 |
124-247 |
124-247 |
124-071 |
|
| R1 |
124-142 |
124-142 |
124-054 |
124-102 |
| PP |
124-062 |
124-062 |
124-062 |
124-042 |
| S1 |
123-277 |
123-277 |
124-020 |
123-237 |
| S2 |
123-197 |
123-197 |
124-003 |
|
| S3 |
123-012 |
123-092 |
123-306 |
|
| S4 |
122-147 |
122-227 |
123-255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-140 |
124-015 |
0-125 |
0.3% |
0-076 |
0.2% |
44% |
False |
False |
513,306 |
| 10 |
124-200 |
123-302 |
0-218 |
0.5% |
0-094 |
0.2% |
40% |
False |
False |
544,728 |
| 20 |
124-232 |
123-302 |
0-250 |
0.6% |
0-085 |
0.2% |
35% |
False |
False |
481,522 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-073 |
0.2% |
64% |
False |
False |
243,668 |
| 60 |
124-232 |
123-100 |
1-132 |
1.1% |
0-051 |
0.1% |
64% |
False |
False |
162,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-099 |
|
2.618 |
124-308 |
|
1.618 |
124-240 |
|
1.000 |
124-198 |
|
0.618 |
124-172 |
|
HIGH |
124-130 |
|
0.618 |
124-104 |
|
0.500 |
124-096 |
|
0.382 |
124-088 |
|
LOW |
124-062 |
|
0.618 |
124-020 |
|
1.000 |
123-314 |
|
1.618 |
123-272 |
|
2.618 |
123-204 |
|
4.250 |
123-093 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-096 |
124-072 |
| PP |
124-087 |
124-072 |
| S1 |
124-079 |
124-071 |
|