ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-155 |
124-085 |
-0-070 |
-0.2% |
124-167 |
| High |
124-167 |
124-117 |
-0-050 |
-0.1% |
124-282 |
| Low |
124-065 |
124-040 |
-0-025 |
-0.1% |
124-112 |
| Close |
124-087 |
124-062 |
-0-025 |
-0.1% |
124-122 |
| Range |
0-102 |
0-077 |
-0-025 |
-24.5% |
0-170 |
| ATR |
0-085 |
0-085 |
-0-001 |
-0.7% |
0-000 |
| Volume |
410,993 |
344,933 |
-66,060 |
-16.1% |
2,115,429 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-304 |
124-260 |
124-104 |
|
| R3 |
124-227 |
124-183 |
124-083 |
|
| R2 |
124-150 |
124-150 |
124-076 |
|
| R1 |
124-106 |
124-106 |
124-069 |
124-090 |
| PP |
124-073 |
124-073 |
124-073 |
124-065 |
| S1 |
124-029 |
124-029 |
124-055 |
124-012 |
| S2 |
123-316 |
123-316 |
124-048 |
|
| S3 |
123-239 |
123-272 |
124-041 |
|
| S4 |
123-162 |
123-195 |
124-020 |
|
|
| 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 |
124-275 |
124-040 |
0-235 |
0.6% |
0-100 |
0.3% |
9% |
False |
True |
386,969 |
| 10 |
124-305 |
124-040 |
0-265 |
0.7% |
0-096 |
0.2% |
8% |
False |
True |
401,480 |
| 20 |
125-000 |
124-040 |
0-280 |
0.7% |
0-078 |
0.2% |
8% |
False |
True |
351,319 |
| 40 |
125-000 |
123-217 |
1-103 |
1.1% |
0-080 |
0.2% |
39% |
False |
False |
350,968 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-085 |
0.2% |
54% |
False |
False |
347,062 |
| 80 |
125-000 |
123-000 |
2-000 |
1.6% |
0-071 |
0.2% |
60% |
False |
False |
260,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-124 |
|
2.618 |
124-319 |
|
1.618 |
124-242 |
|
1.000 |
124-194 |
|
0.618 |
124-165 |
|
HIGH |
124-117 |
|
0.618 |
124-088 |
|
0.500 |
124-078 |
|
0.382 |
124-069 |
|
LOW |
124-040 |
|
0.618 |
123-312 |
|
1.000 |
123-283 |
|
1.618 |
123-235 |
|
2.618 |
123-158 |
|
4.250 |
123-033 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-078 |
124-115 |
| PP |
124-073 |
124-097 |
| S1 |
124-068 |
124-080 |
|