ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-217 |
124-130 |
-0-087 |
-0.2% |
124-167 |
| High |
124-232 |
124-190 |
-0-042 |
-0.1% |
124-282 |
| Low |
124-112 |
124-112 |
0-000 |
0.0% |
124-112 |
| Close |
124-122 |
124-170 |
0-048 |
0.1% |
124-122 |
| Range |
0-120 |
0-078 |
-0-042 |
-35.0% |
0-170 |
| ATR |
0-084 |
0-084 |
0-000 |
-0.5% |
0-000 |
| Volume |
404,549 |
255,360 |
-149,189 |
-36.9% |
2,115,429 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-071 |
125-039 |
124-213 |
|
| R3 |
124-313 |
124-281 |
124-191 |
|
| R2 |
124-235 |
124-235 |
124-184 |
|
| R1 |
124-203 |
124-203 |
124-177 |
124-219 |
| PP |
124-157 |
124-157 |
124-157 |
124-166 |
| S1 |
124-125 |
124-125 |
124-163 |
124-141 |
| S2 |
124-079 |
124-079 |
124-156 |
|
| S3 |
124-001 |
124-047 |
124-149 |
|
| S4 |
123-243 |
123-289 |
124-127 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-042 |
125-252 |
124-216 |
|
| R3 |
125-192 |
125-082 |
124-169 |
|
| R2 |
125-022 |
125-022 |
124-153 |
|
| R1 |
124-232 |
124-232 |
124-138 |
124-202 |
| PP |
124-172 |
124-172 |
124-172 |
124-157 |
| S1 |
124-062 |
124-062 |
124-106 |
124-032 |
| S2 |
124-002 |
124-002 |
124-091 |
|
| S3 |
123-152 |
123-212 |
124-075 |
|
| S4 |
122-302 |
123-042 |
124-028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-282 |
124-112 |
0-170 |
0.4% |
0-099 |
0.2% |
34% |
False |
True |
405,030 |
| 10 |
125-000 |
124-112 |
0-208 |
0.5% |
0-091 |
0.2% |
28% |
False |
True |
391,320 |
| 20 |
125-000 |
124-112 |
0-208 |
0.5% |
0-074 |
0.2% |
28% |
False |
True |
344,569 |
| 40 |
125-000 |
123-085 |
1-235 |
1.4% |
0-086 |
0.2% |
73% |
False |
False |
353,778 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-083 |
0.2% |
73% |
False |
False |
334,495 |
| 80 |
125-000 |
123-000 |
2-000 |
1.6% |
0-068 |
0.2% |
77% |
False |
False |
251,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-202 |
|
2.618 |
125-074 |
|
1.618 |
124-316 |
|
1.000 |
124-268 |
|
0.618 |
124-238 |
|
HIGH |
124-190 |
|
0.618 |
124-160 |
|
0.500 |
124-151 |
|
0.382 |
124-142 |
|
LOW |
124-112 |
|
0.618 |
124-064 |
|
1.000 |
124-034 |
|
1.618 |
123-306 |
|
2.618 |
123-228 |
|
4.250 |
123-100 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-164 |
124-194 |
| PP |
124-157 |
124-186 |
| S1 |
124-151 |
124-178 |
|