ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-155 |
124-167 |
0-012 |
0.0% |
124-132 |
| High |
124-170 |
124-240 |
0-070 |
0.2% |
124-187 |
| Low |
124-120 |
124-157 |
0-037 |
0.1% |
124-120 |
| Close |
124-152 |
124-212 |
0-060 |
0.2% |
124-152 |
| Range |
0-050 |
0-083 |
0-033 |
66.0% |
0-067 |
| ATR |
0-077 |
0-077 |
0-001 |
1.1% |
0-000 |
| Volume |
255,544 |
323,545 |
68,001 |
26.6% |
1,388,640 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-132 |
125-095 |
124-258 |
|
| R3 |
125-049 |
125-012 |
124-235 |
|
| R2 |
124-286 |
124-286 |
124-227 |
|
| R1 |
124-249 |
124-249 |
124-220 |
124-268 |
| PP |
124-203 |
124-203 |
124-203 |
124-212 |
| S1 |
124-166 |
124-166 |
124-204 |
124-184 |
| S2 |
124-120 |
124-120 |
124-197 |
|
| S3 |
124-037 |
124-083 |
124-189 |
|
| S4 |
123-274 |
124-000 |
124-166 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-034 |
125-000 |
124-189 |
|
| R3 |
124-287 |
124-253 |
124-170 |
|
| R2 |
124-220 |
124-220 |
124-164 |
|
| R1 |
124-186 |
124-186 |
124-158 |
124-203 |
| PP |
124-153 |
124-153 |
124-153 |
124-162 |
| S1 |
124-119 |
124-119 |
124-146 |
124-136 |
| S2 |
124-086 |
124-086 |
124-140 |
|
| S3 |
124-019 |
124-052 |
124-134 |
|
| S4 |
123-272 |
123-305 |
124-115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-240 |
124-120 |
0-120 |
0.3% |
0-055 |
0.1% |
77% |
True |
False |
301,840 |
| 10 |
124-240 |
123-307 |
0-253 |
0.6% |
0-067 |
0.2% |
89% |
True |
False |
247,905 |
| 20 |
124-240 |
123-227 |
1-013 |
0.8% |
0-076 |
0.2% |
92% |
True |
False |
330,640 |
| 40 |
124-240 |
123-085 |
1-155 |
1.2% |
0-090 |
0.2% |
94% |
True |
False |
366,312 |
| 60 |
124-240 |
123-030 |
1-210 |
1.3% |
0-071 |
0.2% |
95% |
True |
False |
245,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-273 |
|
2.618 |
125-137 |
|
1.618 |
125-054 |
|
1.000 |
125-003 |
|
0.618 |
124-291 |
|
HIGH |
124-240 |
|
0.618 |
124-208 |
|
0.500 |
124-198 |
|
0.382 |
124-189 |
|
LOW |
124-157 |
|
0.618 |
124-106 |
|
1.000 |
124-074 |
|
1.618 |
124-023 |
|
2.618 |
123-260 |
|
4.250 |
123-124 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-208 |
124-201 |
| PP |
124-203 |
124-191 |
| S1 |
124-198 |
124-180 |
|