ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-157 |
124-127 |
-0-030 |
-0.1% |
123-317 |
| High |
124-187 |
124-170 |
-0-017 |
0.0% |
124-150 |
| Low |
124-122 |
124-125 |
0-003 |
0.0% |
123-307 |
| Close |
124-147 |
124-152 |
0-005 |
0.0% |
124-127 |
| Range |
0-065 |
0-045 |
-0-020 |
-30.8% |
0-163 |
| ATR |
0-081 |
0-079 |
-0-003 |
-3.2% |
0-000 |
| Volume |
375,429 |
309,188 |
-66,241 |
-17.6% |
766,865 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-284 |
124-263 |
124-177 |
|
| R3 |
124-239 |
124-218 |
124-164 |
|
| R2 |
124-194 |
124-194 |
124-160 |
|
| R1 |
124-173 |
124-173 |
124-156 |
124-184 |
| PP |
124-149 |
124-149 |
124-149 |
124-154 |
| S1 |
124-128 |
124-128 |
124-148 |
124-138 |
| S2 |
124-104 |
124-104 |
124-144 |
|
| S3 |
124-059 |
124-083 |
124-140 |
|
| S4 |
124-014 |
124-038 |
124-127 |
|
|
| 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 |
124-065 |
0-122 |
0.3% |
0-053 |
0.1% |
71% |
False |
False |
288,105 |
| 10 |
124-187 |
123-262 |
0-245 |
0.6% |
0-076 |
0.2% |
86% |
False |
False |
287,851 |
| 20 |
124-187 |
123-227 |
0-280 |
0.7% |
0-080 |
0.2% |
88% |
False |
False |
342,343 |
| 40 |
124-200 |
123-085 |
1-115 |
1.1% |
0-089 |
0.2% |
89% |
False |
False |
352,606 |
| 60 |
124-200 |
123-020 |
1-180 |
1.3% |
0-069 |
0.2% |
90% |
False |
False |
235,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-041 |
|
2.618 |
124-288 |
|
1.618 |
124-243 |
|
1.000 |
124-215 |
|
0.618 |
124-198 |
|
HIGH |
124-170 |
|
0.618 |
124-153 |
|
0.500 |
124-148 |
|
0.382 |
124-142 |
|
LOW |
124-125 |
|
0.618 |
124-097 |
|
1.000 |
124-080 |
|
1.618 |
124-052 |
|
2.618 |
124-007 |
|
4.250 |
123-254 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-150 |
124-154 |
| PP |
124-149 |
124-154 |
| S1 |
124-148 |
124-153 |
|