ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-097 |
124-027 |
-0-070 |
-0.2% |
124-130 |
High |
124-105 |
124-042 |
-0-063 |
-0.2% |
124-190 |
Low |
124-025 |
123-272 |
-0-073 |
-0.2% |
124-010 |
Close |
124-040 |
123-287 |
-0-073 |
-0.2% |
124-110 |
Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-180 |
ATR |
0-081 |
0-081 |
0-001 |
0.8% |
0-000 |
Volume |
324,294 |
440,859 |
116,565 |
35.9% |
1,632,469 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-257 |
124-202 |
124-016 |
|
R3 |
124-167 |
124-112 |
123-312 |
|
R2 |
124-077 |
124-077 |
123-304 |
|
R1 |
124-022 |
124-022 |
123-295 |
124-004 |
PP |
123-307 |
123-307 |
123-307 |
123-298 |
S1 |
123-252 |
123-252 |
123-279 |
123-234 |
S2 |
123-217 |
123-217 |
123-270 |
|
S3 |
123-127 |
123-162 |
123-262 |
|
S4 |
123-037 |
123-072 |
123-238 |
|
|
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 |
123-272 |
0-178 |
0.4% |
0-073 |
0.2% |
8% |
False |
True |
320,174 |
10 |
124-275 |
123-272 |
1-003 |
0.8% |
0-086 |
0.2% |
5% |
False |
True |
353,571 |
20 |
125-000 |
123-272 |
1-048 |
0.9% |
0-081 |
0.2% |
4% |
False |
True |
359,060 |
40 |
125-000 |
123-227 |
1-093 |
1.0% |
0-077 |
0.2% |
15% |
False |
False |
339,886 |
60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-087 |
0.2% |
36% |
False |
False |
372,930 |
80 |
125-000 |
123-050 |
1-270 |
1.5% |
0-075 |
0.2% |
40% |
False |
False |
280,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-104 |
2.618 |
124-278 |
1.618 |
124-188 |
1.000 |
124-132 |
0.618 |
124-098 |
HIGH |
124-042 |
0.618 |
124-008 |
0.500 |
123-317 |
0.382 |
123-306 |
LOW |
123-272 |
0.618 |
123-216 |
1.000 |
123-182 |
1.618 |
123-126 |
2.618 |
123-036 |
4.250 |
122-210 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-317 |
124-041 |
PP |
123-307 |
124-016 |
S1 |
123-297 |
123-312 |
|