ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-142 |
124-157 |
0-015 |
0.0% |
123-317 |
| High |
124-165 |
124-187 |
0-022 |
0.1% |
124-150 |
| Low |
124-132 |
124-122 |
-0-010 |
0.0% |
123-307 |
| Close |
124-160 |
124-147 |
-0-013 |
0.0% |
124-127 |
| Range |
0-033 |
0-065 |
0-032 |
97.0% |
0-163 |
| ATR |
0-083 |
0-081 |
-0-001 |
-1.5% |
0-000 |
| Volume |
245,497 |
375,429 |
129,932 |
52.9% |
766,865 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-027 |
124-312 |
124-183 |
|
| R3 |
124-282 |
124-247 |
124-165 |
|
| R2 |
124-217 |
124-217 |
124-159 |
|
| R1 |
124-182 |
124-182 |
124-153 |
124-167 |
| PP |
124-152 |
124-152 |
124-152 |
124-144 |
| S1 |
124-117 |
124-117 |
124-141 |
124-102 |
| S2 |
124-087 |
124-087 |
124-135 |
|
| S3 |
124-022 |
124-052 |
124-129 |
|
| S4 |
123-277 |
123-307 |
124-111 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-257 |
125-195 |
124-217 |
|
| R3 |
125-094 |
125-032 |
124-172 |
|
| R2 |
124-251 |
124-251 |
124-157 |
|
| R1 |
124-189 |
124-189 |
124-142 |
124-220 |
| PP |
124-088 |
124-088 |
124-088 |
124-104 |
| S1 |
124-026 |
124-026 |
124-112 |
124-057 |
| S2 |
123-245 |
123-245 |
124-097 |
|
| S3 |
123-082 |
123-183 |
124-082 |
|
| S4 |
122-239 |
123-020 |
124-037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-187 |
124-027 |
0-160 |
0.4% |
0-058 |
0.1% |
75% |
True |
False |
226,376 |
| 10 |
124-187 |
123-262 |
0-245 |
0.6% |
0-076 |
0.2% |
84% |
True |
False |
293,399 |
| 20 |
124-187 |
123-217 |
0-290 |
0.7% |
0-083 |
0.2% |
86% |
True |
False |
350,618 |
| 40 |
124-200 |
123-085 |
1-115 |
1.1% |
0-089 |
0.2% |
88% |
False |
False |
344,934 |
| 60 |
124-200 |
123-000 |
1-200 |
1.3% |
0-068 |
0.2% |
90% |
False |
False |
230,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-143 |
|
2.618 |
125-037 |
|
1.618 |
124-292 |
|
1.000 |
124-252 |
|
0.618 |
124-227 |
|
HIGH |
124-187 |
|
0.618 |
124-162 |
|
0.500 |
124-154 |
|
0.382 |
124-147 |
|
LOW |
124-122 |
|
0.618 |
124-082 |
|
1.000 |
124-057 |
|
1.618 |
124-017 |
|
2.618 |
123-272 |
|
4.250 |
123-166 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-154 |
124-154 |
| PP |
124-152 |
124-152 |
| S1 |
124-150 |
124-150 |
|