ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-150 |
124-195 |
0-045 |
0.1% |
124-032 |
| High |
124-210 |
124-202 |
-0-008 |
0.0% |
124-130 |
| Low |
124-135 |
124-170 |
0-035 |
0.1% |
124-015 |
| Close |
124-202 |
124-192 |
-0-010 |
0.0% |
124-110 |
| Range |
0-075 |
0-032 |
-0-043 |
-57.3% |
0-115 |
| ATR |
0-077 |
0-074 |
-0-003 |
-4.2% |
0-000 |
| Volume |
553,880 |
518,910 |
-34,970 |
-6.3% |
2,230,881 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-284 |
124-270 |
124-210 |
|
| R3 |
124-252 |
124-238 |
124-201 |
|
| R2 |
124-220 |
124-220 |
124-198 |
|
| R1 |
124-206 |
124-206 |
124-195 |
124-197 |
| PP |
124-188 |
124-188 |
124-188 |
124-184 |
| S1 |
124-174 |
124-174 |
124-189 |
124-165 |
| S2 |
124-156 |
124-156 |
124-186 |
|
| S3 |
124-124 |
124-142 |
124-183 |
|
| S4 |
124-092 |
124-110 |
124-174 |
|
|
| 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% |
0-057 |
0.1% |
89% |
False |
False |
475,324 |
| 10 |
124-210 |
124-015 |
0-195 |
0.5% |
0-067 |
0.2% |
91% |
False |
False |
494,315 |
| 20 |
124-232 |
123-302 |
0-250 |
0.6% |
0-085 |
0.2% |
84% |
False |
False |
531,584 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-073 |
0.2% |
91% |
False |
False |
302,899 |
| 60 |
124-232 |
123-100 |
1-132 |
1.1% |
0-055 |
0.1% |
91% |
False |
False |
202,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-018 |
|
2.618 |
124-286 |
|
1.618 |
124-254 |
|
1.000 |
124-234 |
|
0.618 |
124-222 |
|
HIGH |
124-202 |
|
0.618 |
124-190 |
|
0.500 |
124-186 |
|
0.382 |
124-182 |
|
LOW |
124-170 |
|
0.618 |
124-150 |
|
1.000 |
124-138 |
|
1.618 |
124-118 |
|
2.618 |
124-086 |
|
4.250 |
124-034 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-190 |
124-179 |
| PP |
124-188 |
124-166 |
| S1 |
124-186 |
124-152 |
|