ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-205 |
124-170 |
-0-035 |
-0.1% |
124-132 |
| High |
124-227 |
124-222 |
-0-005 |
0.0% |
124-187 |
| Low |
124-165 |
124-152 |
-0-013 |
0.0% |
124-120 |
| Close |
124-175 |
124-220 |
0-045 |
0.1% |
124-152 |
| Range |
0-062 |
0-070 |
0-008 |
12.9% |
0-067 |
| ATR |
0-076 |
0-076 |
0-000 |
-0.6% |
0-000 |
| Volume |
314,694 |
243,072 |
-71,622 |
-22.8% |
1,388,640 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-088 |
125-064 |
124-258 |
|
| R3 |
125-018 |
124-314 |
124-239 |
|
| R2 |
124-268 |
124-268 |
124-233 |
|
| R1 |
124-244 |
124-244 |
124-226 |
124-256 |
| PP |
124-198 |
124-198 |
124-198 |
124-204 |
| S1 |
124-174 |
124-174 |
124-214 |
124-186 |
| S2 |
124-128 |
124-128 |
124-207 |
|
| S3 |
124-058 |
124-104 |
124-201 |
|
| S4 |
123-308 |
124-034 |
124-182 |
|
|
| 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% |
0-062 |
0.2% |
83% |
False |
False |
289,208 |
| 10 |
124-240 |
124-027 |
0-213 |
0.5% |
0-060 |
0.1% |
91% |
False |
False |
257,792 |
| 20 |
124-240 |
123-227 |
1-013 |
0.8% |
0-073 |
0.2% |
94% |
False |
False |
320,712 |
| 40 |
124-240 |
123-085 |
1-155 |
1.2% |
0-091 |
0.2% |
96% |
False |
False |
379,865 |
| 60 |
124-240 |
123-050 |
1-190 |
1.3% |
0-073 |
0.2% |
96% |
False |
False |
254,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-200 |
|
2.618 |
125-085 |
|
1.618 |
125-015 |
|
1.000 |
124-292 |
|
0.618 |
124-265 |
|
HIGH |
124-222 |
|
0.618 |
124-195 |
|
0.500 |
124-187 |
|
0.382 |
124-179 |
|
LOW |
124-152 |
|
0.618 |
124-109 |
|
1.000 |
124-082 |
|
1.618 |
124-039 |
|
2.618 |
123-289 |
|
4.250 |
123-174 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-209 |
124-212 |
| PP |
124-198 |
124-204 |
| S1 |
124-187 |
124-196 |
|