ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-105 |
124-097 |
-0-008 |
0.0% |
124-130 |
| High |
124-130 |
124-105 |
-0-025 |
-0.1% |
124-190 |
| Low |
124-067 |
124-025 |
-0-042 |
-0.1% |
124-010 |
| Close |
124-105 |
124-040 |
-0-065 |
-0.2% |
124-110 |
| Range |
0-063 |
0-080 |
0-017 |
27.0% |
0-180 |
| ATR |
0-081 |
0-081 |
0-000 |
-0.1% |
0-000 |
| Volume |
214,535 |
324,294 |
109,759 |
51.2% |
1,632,469 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-297 |
124-248 |
124-084 |
|
| R3 |
124-217 |
124-168 |
124-062 |
|
| R2 |
124-137 |
124-137 |
124-055 |
|
| R1 |
124-088 |
124-088 |
124-047 |
124-072 |
| PP |
124-057 |
124-057 |
124-057 |
124-049 |
| S1 |
124-008 |
124-008 |
124-033 |
123-312 |
| S2 |
123-297 |
123-297 |
124-025 |
|
| S3 |
123-217 |
123-248 |
124-018 |
|
| S4 |
123-137 |
123-168 |
123-316 |
|
|
| 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 |
124-130 |
124-010 |
0-120 |
0.3% |
0-070 |
0.2% |
25% |
False |
False |
300,989 |
| 10 |
124-280 |
124-010 |
0-270 |
0.7% |
0-088 |
0.2% |
11% |
False |
False |
351,291 |
| 20 |
125-000 |
124-010 |
0-310 |
0.8% |
0-080 |
0.2% |
10% |
False |
False |
349,171 |
| 40 |
125-000 |
123-227 |
1-093 |
1.0% |
0-077 |
0.2% |
32% |
False |
False |
338,617 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-087 |
0.2% |
50% |
False |
False |
365,770 |
| 80 |
125-000 |
123-050 |
1-270 |
1.5% |
0-074 |
0.2% |
53% |
False |
False |
274,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-125 |
|
2.618 |
124-314 |
|
1.618 |
124-234 |
|
1.000 |
124-185 |
|
0.618 |
124-154 |
|
HIGH |
124-105 |
|
0.618 |
124-074 |
|
0.500 |
124-065 |
|
0.382 |
124-056 |
|
LOW |
124-025 |
|
0.618 |
123-296 |
|
1.000 |
123-265 |
|
1.618 |
123-216 |
|
2.618 |
123-136 |
|
4.250 |
123-005 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-065 |
124-078 |
| PP |
124-057 |
124-065 |
| S1 |
124-048 |
124-052 |
|