ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-137 |
124-150 |
0-013 |
0.0% |
124-032 |
| High |
124-152 |
124-210 |
0-058 |
0.1% |
124-130 |
| Low |
124-095 |
124-135 |
0-040 |
0.1% |
124-015 |
| Close |
124-145 |
124-202 |
0-057 |
0.1% |
124-110 |
| Range |
0-057 |
0-075 |
0-018 |
31.6% |
0-115 |
| ATR |
0-077 |
0-077 |
0-000 |
-0.2% |
0-000 |
| Volume |
459,869 |
553,880 |
94,011 |
20.4% |
2,230,881 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-087 |
125-060 |
124-243 |
|
| R3 |
125-012 |
124-305 |
124-223 |
|
| R2 |
124-257 |
124-257 |
124-216 |
|
| R1 |
124-230 |
124-230 |
124-209 |
124-244 |
| PP |
124-182 |
124-182 |
124-182 |
124-189 |
| S1 |
124-155 |
124-155 |
124-195 |
124-168 |
| S2 |
124-107 |
124-107 |
124-188 |
|
| S3 |
124-032 |
124-080 |
124-181 |
|
| S4 |
123-277 |
124-005 |
124-161 |
|
|
| 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 |
124-210 |
124-052 |
0-158 |
0.4% |
0-065 |
0.2% |
95% |
True |
False |
489,255 |
| 10 |
124-210 |
123-302 |
0-228 |
0.6% |
0-080 |
0.2% |
96% |
True |
False |
528,586 |
| 20 |
124-232 |
123-302 |
0-250 |
0.6% |
0-086 |
0.2% |
88% |
False |
False |
533,826 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-075 |
0.2% |
93% |
False |
False |
289,987 |
| 60 |
124-232 |
123-100 |
1-132 |
1.1% |
0-055 |
0.1% |
93% |
False |
False |
193,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-209 |
|
2.618 |
125-086 |
|
1.618 |
125-011 |
|
1.000 |
124-285 |
|
0.618 |
124-256 |
|
HIGH |
124-210 |
|
0.618 |
124-181 |
|
0.500 |
124-172 |
|
0.382 |
124-164 |
|
LOW |
124-135 |
|
0.618 |
124-089 |
|
1.000 |
124-060 |
|
1.618 |
124-014 |
|
2.618 |
123-259 |
|
4.250 |
123-136 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-192 |
124-186 |
| PP |
124-182 |
124-169 |
| S1 |
124-172 |
124-152 |
|