ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
124-302 |
124-295 |
-0-007 |
0.0% |
124-167 |
| High |
125-000 |
124-305 |
-0-015 |
0.0% |
124-262 |
| Low |
124-260 |
124-250 |
-0-010 |
0.0% |
124-152 |
| Close |
124-295 |
124-272 |
-0-023 |
-0.1% |
124-250 |
| Range |
0-060 |
0-055 |
-0-005 |
-8.3% |
0-110 |
| ATR |
0-071 |
0-070 |
-0-001 |
-1.6% |
0-000 |
| Volume |
320,031 |
326,702 |
6,671 |
2.1% |
1,440,775 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-121 |
125-091 |
124-302 |
|
| R3 |
125-066 |
125-036 |
124-287 |
|
| R2 |
125-011 |
125-011 |
124-282 |
|
| R1 |
124-301 |
124-301 |
124-277 |
124-288 |
| PP |
124-276 |
124-276 |
124-276 |
124-269 |
| S1 |
124-246 |
124-246 |
124-267 |
124-234 |
| S2 |
124-221 |
124-221 |
124-262 |
|
| S3 |
124-166 |
124-191 |
124-257 |
|
| S4 |
124-111 |
124-136 |
124-242 |
|
|
| 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 |
124-197 |
0-123 |
0.3% |
0-060 |
0.2% |
61% |
False |
False |
316,721 |
| 10 |
125-000 |
124-120 |
0-200 |
0.5% |
0-061 |
0.2% |
76% |
False |
False |
302,909 |
| 20 |
125-000 |
123-262 |
1-058 |
0.9% |
0-068 |
0.2% |
87% |
False |
False |
295,380 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-087 |
0.2% |
91% |
False |
False |
376,844 |
| 60 |
125-000 |
123-080 |
1-240 |
1.4% |
0-076 |
0.2% |
91% |
False |
False |
285,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-219 |
|
2.618 |
125-129 |
|
1.618 |
125-074 |
|
1.000 |
125-040 |
|
0.618 |
125-019 |
|
HIGH |
124-305 |
|
0.618 |
124-284 |
|
0.500 |
124-278 |
|
0.382 |
124-271 |
|
LOW |
124-250 |
|
0.618 |
124-216 |
|
1.000 |
124-195 |
|
1.618 |
124-161 |
|
2.618 |
124-106 |
|
4.250 |
124-016 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-278 |
124-282 |
| PP |
124-276 |
124-279 |
| S1 |
124-274 |
124-276 |
|