ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-170 |
124-202 |
0-032 |
0.1% |
124-132 |
| High |
124-222 |
124-232 |
0-010 |
0.0% |
124-187 |
| Low |
124-152 |
124-187 |
0-035 |
0.1% |
124-120 |
| Close |
124-220 |
124-195 |
-0-025 |
-0.1% |
124-152 |
| Range |
0-070 |
0-045 |
-0-025 |
-35.7% |
0-067 |
| ATR |
0-076 |
0-074 |
-0-002 |
-2.9% |
0-000 |
| Volume |
243,072 |
308,627 |
65,555 |
27.0% |
1,388,640 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-020 |
124-312 |
124-220 |
|
| R3 |
124-295 |
124-267 |
124-207 |
|
| R2 |
124-250 |
124-250 |
124-203 |
|
| R1 |
124-222 |
124-222 |
124-199 |
124-214 |
| PP |
124-205 |
124-205 |
124-205 |
124-200 |
| S1 |
124-177 |
124-177 |
124-191 |
124-168 |
| S2 |
124-160 |
124-160 |
124-187 |
|
| S3 |
124-115 |
124-132 |
124-183 |
|
| S4 |
124-070 |
124-087 |
124-170 |
|
|
| 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% |
63% |
False |
False |
289,096 |
| 10 |
124-240 |
124-065 |
0-175 |
0.4% |
0-057 |
0.1% |
74% |
False |
False |
288,601 |
| 20 |
124-240 |
123-230 |
1-010 |
0.8% |
0-070 |
0.2% |
86% |
False |
False |
305,955 |
| 40 |
124-240 |
123-085 |
1-155 |
1.2% |
0-090 |
0.2% |
91% |
False |
False |
386,797 |
| 60 |
124-240 |
123-050 |
1-190 |
1.3% |
0-073 |
0.2% |
91% |
False |
False |
259,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-103 |
|
2.618 |
125-030 |
|
1.618 |
124-305 |
|
1.000 |
124-277 |
|
0.618 |
124-260 |
|
HIGH |
124-232 |
|
0.618 |
124-215 |
|
0.500 |
124-210 |
|
0.382 |
124-204 |
|
LOW |
124-187 |
|
0.618 |
124-159 |
|
1.000 |
124-142 |
|
1.618 |
124-114 |
|
2.618 |
124-069 |
|
4.250 |
123-316 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-210 |
124-194 |
| PP |
124-205 |
124-193 |
| S1 |
124-200 |
124-192 |
|