ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-280 |
124-302 |
0-022 |
0.1% |
124-167 |
| High |
124-312 |
125-000 |
0-008 |
0.0% |
124-262 |
| Low |
124-245 |
124-260 |
0-015 |
0.0% |
124-152 |
| Close |
124-292 |
124-295 |
0-003 |
0.0% |
124-250 |
| Range |
0-067 |
0-060 |
-0-007 |
-10.4% |
0-110 |
| ATR |
0-071 |
0-071 |
-0-001 |
-1.1% |
0-000 |
| Volume |
334,299 |
320,031 |
-14,268 |
-4.3% |
1,440,775 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-152 |
125-123 |
125-008 |
|
| R3 |
125-092 |
125-063 |
124-312 |
|
| R2 |
125-032 |
125-032 |
124-306 |
|
| R1 |
125-003 |
125-003 |
124-300 |
124-308 |
| PP |
124-292 |
124-292 |
124-292 |
124-284 |
| S1 |
124-263 |
124-263 |
124-290 |
124-248 |
| S2 |
124-232 |
124-232 |
124-284 |
|
| S3 |
124-172 |
124-203 |
124-278 |
|
| S4 |
124-112 |
124-143 |
124-262 |
|
|
| 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 |
125-000 |
124-187 |
0-133 |
0.3% |
0-058 |
0.1% |
81% |
True |
False |
313,106 |
| 10 |
125-000 |
124-120 |
0-200 |
0.5% |
0-060 |
0.2% |
88% |
True |
False |
301,157 |
| 20 |
125-000 |
123-262 |
1-058 |
0.9% |
0-068 |
0.2% |
93% |
True |
False |
297,278 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-089 |
0.2% |
95% |
True |
False |
392,715 |
| 60 |
125-000 |
123-080 |
1-240 |
1.4% |
0-076 |
0.2% |
96% |
True |
False |
280,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-255 |
|
2.618 |
125-157 |
|
1.618 |
125-097 |
|
1.000 |
125-060 |
|
0.618 |
125-037 |
|
HIGH |
125-000 |
|
0.618 |
124-297 |
|
0.500 |
124-290 |
|
0.382 |
124-283 |
|
LOW |
124-260 |
|
0.618 |
124-223 |
|
1.000 |
124-200 |
|
1.618 |
124-163 |
|
2.618 |
124-103 |
|
4.250 |
124-005 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-293 |
124-291 |
| PP |
124-292 |
124-287 |
| S1 |
124-290 |
124-282 |
|