ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-247 |
0-047 |
0.1% |
124-167 |
| High |
124-262 |
124-300 |
0-038 |
0.1% |
124-262 |
| Low |
124-197 |
124-247 |
0-050 |
0.1% |
124-152 |
| Close |
124-250 |
124-280 |
0-030 |
0.1% |
124-250 |
| Range |
0-065 |
0-053 |
-0-012 |
-18.5% |
0-110 |
| ATR |
0-073 |
0-072 |
-0-001 |
-2.0% |
0-000 |
| Volume |
250,837 |
351,740 |
100,903 |
40.2% |
1,440,775 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-115 |
125-090 |
124-309 |
|
| R3 |
125-062 |
125-037 |
124-295 |
|
| R2 |
125-009 |
125-009 |
124-290 |
|
| R1 |
124-304 |
124-304 |
124-285 |
124-316 |
| PP |
124-276 |
124-276 |
124-276 |
124-282 |
| S1 |
124-251 |
124-251 |
124-275 |
124-264 |
| S2 |
124-223 |
124-223 |
124-270 |
|
| S3 |
124-170 |
124-198 |
124-265 |
|
| S4 |
124-117 |
124-145 |
124-251 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-231 |
125-191 |
124-310 |
|
| R3 |
125-121 |
125-081 |
124-280 |
|
| R2 |
125-011 |
125-011 |
124-270 |
|
| R1 |
124-291 |
124-291 |
124-260 |
124-311 |
| PP |
124-221 |
124-221 |
124-221 |
124-232 |
| S1 |
124-181 |
124-181 |
124-240 |
124-201 |
| S2 |
124-111 |
124-111 |
124-230 |
|
| S3 |
124-001 |
124-071 |
124-220 |
|
| S4 |
123-211 |
123-281 |
124-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-300 |
124-152 |
0-148 |
0.4% |
0-059 |
0.1% |
86% |
True |
False |
293,794 |
| 10 |
124-300 |
124-120 |
0-180 |
0.5% |
0-057 |
0.1% |
89% |
True |
False |
297,817 |
| 20 |
124-300 |
123-240 |
1-060 |
1.0% |
0-069 |
0.2% |
95% |
True |
False |
297,110 |
| 40 |
124-300 |
123-085 |
1-215 |
1.3% |
0-089 |
0.2% |
96% |
True |
False |
394,327 |
| 60 |
124-300 |
123-080 |
1-220 |
1.4% |
0-074 |
0.2% |
96% |
True |
False |
269,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-205 |
|
2.618 |
125-119 |
|
1.618 |
125-066 |
|
1.000 |
125-033 |
|
0.618 |
125-013 |
|
HIGH |
124-300 |
|
0.618 |
124-280 |
|
0.500 |
124-274 |
|
0.382 |
124-267 |
|
LOW |
124-247 |
|
0.618 |
124-214 |
|
1.000 |
124-194 |
|
1.618 |
124-161 |
|
2.618 |
124-108 |
|
4.250 |
124-022 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-278 |
124-268 |
| PP |
124-276 |
124-256 |
| S1 |
124-274 |
124-244 |
|