ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-167 |
124-205 |
0-038 |
0.1% |
124-132 |
| High |
124-240 |
124-227 |
-0-013 |
0.0% |
124-187 |
| Low |
124-157 |
124-165 |
0-008 |
0.0% |
124-120 |
| Close |
124-212 |
124-175 |
-0-037 |
-0.1% |
124-152 |
| Range |
0-083 |
0-062 |
-0-021 |
-25.3% |
0-067 |
| ATR |
0-077 |
0-076 |
-0-001 |
-1.4% |
0-000 |
| Volume |
323,545 |
314,694 |
-8,851 |
-2.7% |
1,388,640 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-055 |
125-017 |
124-209 |
|
| R3 |
124-313 |
124-275 |
124-192 |
|
| R2 |
124-251 |
124-251 |
124-186 |
|
| R1 |
124-213 |
124-213 |
124-181 |
124-201 |
| PP |
124-189 |
124-189 |
124-189 |
124-183 |
| S1 |
124-151 |
124-151 |
124-169 |
124-139 |
| S2 |
124-127 |
124-127 |
124-164 |
|
| S3 |
124-065 |
124-089 |
124-158 |
|
| S4 |
124-003 |
124-027 |
124-141 |
|
|
| 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% |
0-061 |
0.2% |
46% |
False |
False |
315,680 |
| 10 |
124-240 |
124-025 |
0-215 |
0.5% |
0-060 |
0.2% |
70% |
False |
False |
233,518 |
| 20 |
124-240 |
123-227 |
1-013 |
0.8% |
0-074 |
0.2% |
80% |
False |
False |
328,062 |
| 40 |
124-240 |
123-085 |
1-155 |
1.2% |
0-090 |
0.2% |
86% |
False |
False |
374,069 |
| 60 |
124-240 |
123-050 |
1-190 |
1.3% |
0-072 |
0.2% |
87% |
False |
False |
250,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-170 |
|
2.618 |
125-069 |
|
1.618 |
125-007 |
|
1.000 |
124-289 |
|
0.618 |
124-265 |
|
HIGH |
124-227 |
|
0.618 |
124-203 |
|
0.500 |
124-196 |
|
0.382 |
124-189 |
|
LOW |
124-165 |
|
0.618 |
124-127 |
|
1.000 |
124-103 |
|
1.618 |
124-065 |
|
2.618 |
124-003 |
|
4.250 |
123-222 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-196 |
124-180 |
| PP |
124-189 |
124-178 |
| S1 |
124-182 |
124-177 |
|