ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
124-027 |
123-277 |
-0-070 |
-0.2% |
124-130 |
High |
124-042 |
123-297 |
-0-065 |
-0.2% |
124-190 |
Low |
123-272 |
123-222 |
-0-050 |
-0.1% |
124-010 |
Close |
123-287 |
123-257 |
-0-030 |
-0.1% |
124-110 |
Range |
0-090 |
0-075 |
-0-015 |
-16.7% |
0-180 |
ATR |
0-081 |
0-081 |
0-000 |
-0.6% |
0-000 |
Volume |
440,859 |
455,269 |
14,410 |
3.3% |
1,632,469 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-164 |
124-125 |
123-298 |
|
R3 |
124-089 |
124-050 |
123-278 |
|
R2 |
124-014 |
124-014 |
123-271 |
|
R1 |
123-295 |
123-295 |
123-264 |
123-277 |
PP |
123-259 |
123-259 |
123-259 |
123-250 |
S1 |
123-220 |
123-220 |
123-250 |
123-202 |
S2 |
123-184 |
123-184 |
123-243 |
|
S3 |
123-109 |
123-145 |
123-236 |
|
S4 |
123-034 |
123-070 |
123-216 |
|
|
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 |
123-222 |
0-228 |
0.6% |
0-075 |
0.2% |
15% |
False |
True |
335,355 |
10 |
124-232 |
123-222 |
1-010 |
0.8% |
0-082 |
0.2% |
11% |
False |
True |
347,197 |
20 |
125-000 |
123-222 |
1-098 |
1.1% |
0-082 |
0.2% |
8% |
False |
True |
366,392 |
40 |
125-000 |
123-222 |
1-098 |
1.1% |
0-076 |
0.2% |
8% |
False |
True |
336,173 |
60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-088 |
0.2% |
31% |
False |
False |
379,996 |
80 |
125-000 |
123-050 |
1-270 |
1.5% |
0-075 |
0.2% |
35% |
False |
False |
286,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-296 |
2.618 |
124-173 |
1.618 |
124-098 |
1.000 |
124-052 |
0.618 |
124-023 |
HIGH |
123-297 |
0.618 |
123-268 |
0.500 |
123-260 |
0.382 |
123-251 |
LOW |
123-222 |
0.618 |
123-176 |
1.000 |
123-147 |
1.618 |
123-101 |
2.618 |
123-026 |
4.250 |
122-223 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-260 |
124-004 |
PP |
123-259 |
123-301 |
S1 |
123-258 |
123-279 |
|