ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-047 |
124-052 |
0-005 |
0.0% |
124-130 |
| High |
124-075 |
124-117 |
0-042 |
0.1% |
124-190 |
| Low |
124-010 |
124-050 |
0-040 |
0.1% |
124-010 |
| Close |
124-057 |
124-110 |
0-053 |
0.1% |
124-110 |
| Range |
0-065 |
0-067 |
0-002 |
3.1% |
0-180 |
| ATR |
0-083 |
0-082 |
-0-001 |
-1.4% |
0-000 |
| Volume |
379,365 |
241,818 |
-137,547 |
-36.3% |
1,632,469 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-293 |
124-269 |
124-147 |
|
| R3 |
124-226 |
124-202 |
124-128 |
|
| R2 |
124-159 |
124-159 |
124-122 |
|
| R1 |
124-135 |
124-135 |
124-116 |
124-147 |
| PP |
124-092 |
124-092 |
124-092 |
124-098 |
| S1 |
124-068 |
124-068 |
124-104 |
124-080 |
| S2 |
124-025 |
124-025 |
124-098 |
|
| S3 |
123-278 |
124-001 |
124-092 |
|
| S4 |
123-211 |
123-254 |
124-073 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-003 |
125-237 |
124-209 |
|
| R3 |
125-143 |
125-057 |
124-160 |
|
| R2 |
124-283 |
124-283 |
124-143 |
|
| R1 |
124-197 |
124-197 |
124-126 |
124-150 |
| PP |
124-103 |
124-103 |
124-103 |
124-080 |
| S1 |
124-017 |
124-017 |
124-094 |
123-290 |
| S2 |
123-243 |
123-243 |
124-077 |
|
| S3 |
123-063 |
123-157 |
124-060 |
|
| S4 |
122-203 |
122-297 |
124-011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-190 |
124-010 |
0-180 |
0.5% |
0-078 |
0.2% |
56% |
False |
False |
326,493 |
| 10 |
124-282 |
124-010 |
0-272 |
0.7% |
0-090 |
0.2% |
37% |
False |
False |
374,789 |
| 20 |
125-000 |
124-010 |
0-310 |
0.8% |
0-080 |
0.2% |
32% |
False |
False |
354,141 |
| 40 |
125-000 |
123-227 |
1-093 |
1.0% |
0-079 |
0.2% |
49% |
False |
False |
343,699 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-086 |
0.2% |
62% |
False |
False |
356,940 |
| 80 |
125-000 |
123-030 |
1-290 |
1.5% |
0-072 |
0.2% |
66% |
False |
False |
268,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-082 |
|
2.618 |
124-292 |
|
1.618 |
124-225 |
|
1.000 |
124-184 |
|
0.618 |
124-158 |
|
HIGH |
124-117 |
|
0.618 |
124-091 |
|
0.500 |
124-084 |
|
0.382 |
124-076 |
|
LOW |
124-050 |
|
0.618 |
124-009 |
|
1.000 |
123-303 |
|
1.618 |
123-262 |
|
2.618 |
123-195 |
|
4.250 |
123-085 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-101 |
124-094 |
| PP |
124-092 |
124-079 |
| S1 |
124-084 |
124-064 |
|