ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-102 |
124-137 |
0-035 |
0.1% |
124-032 |
| High |
124-150 |
124-152 |
0-002 |
0.0% |
124-130 |
| Low |
124-100 |
124-095 |
-0-005 |
0.0% |
124-015 |
| Close |
124-127 |
124-145 |
0-018 |
0.0% |
124-110 |
| Range |
0-050 |
0-057 |
0-007 |
14.0% |
0-115 |
| ATR |
0-079 |
0-077 |
-0-002 |
-2.0% |
0-000 |
| Volume |
405,901 |
459,869 |
53,968 |
13.3% |
2,230,881 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-302 |
124-280 |
124-176 |
|
| R3 |
124-245 |
124-223 |
124-161 |
|
| R2 |
124-188 |
124-188 |
124-155 |
|
| R1 |
124-166 |
124-166 |
124-150 |
124-177 |
| PP |
124-131 |
124-131 |
124-131 |
124-136 |
| S1 |
124-109 |
124-109 |
124-140 |
124-120 |
| S2 |
124-074 |
124-074 |
124-135 |
|
| S3 |
124-017 |
124-052 |
124-129 |
|
| S4 |
123-280 |
123-315 |
124-114 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-110 |
125-065 |
124-173 |
|
| R3 |
124-315 |
124-270 |
124-142 |
|
| R2 |
124-200 |
124-200 |
124-131 |
|
| R1 |
124-155 |
124-155 |
124-121 |
124-178 |
| PP |
124-085 |
124-085 |
124-085 |
124-096 |
| S1 |
124-040 |
124-040 |
124-099 |
124-062 |
| S2 |
123-290 |
123-290 |
124-089 |
|
| S3 |
123-175 |
123-245 |
124-078 |
|
| S4 |
123-060 |
123-130 |
124-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-152 |
124-042 |
0-110 |
0.3% |
0-060 |
0.2% |
94% |
True |
False |
468,323 |
| 10 |
124-152 |
123-302 |
0-170 |
0.4% |
0-080 |
0.2% |
96% |
True |
False |
529,073 |
| 20 |
124-232 |
123-302 |
0-250 |
0.6% |
0-085 |
0.2% |
65% |
False |
False |
529,448 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-074 |
0.2% |
81% |
False |
False |
276,151 |
| 60 |
124-232 |
123-100 |
1-132 |
1.1% |
0-054 |
0.1% |
81% |
False |
False |
184,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-074 |
|
2.618 |
124-301 |
|
1.618 |
124-244 |
|
1.000 |
124-209 |
|
0.618 |
124-187 |
|
HIGH |
124-152 |
|
0.618 |
124-130 |
|
0.500 |
124-124 |
|
0.382 |
124-117 |
|
LOW |
124-095 |
|
0.618 |
124-060 |
|
1.000 |
124-038 |
|
1.618 |
124-003 |
|
2.618 |
123-266 |
|
4.250 |
123-173 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-138 |
124-131 |
| PP |
124-131 |
124-116 |
| S1 |
124-124 |
124-102 |
|