ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
123-260 |
123-285 |
0-025 |
0.1% |
124-105 |
High |
123-305 |
123-312 |
0-007 |
0.0% |
124-130 |
Low |
123-255 |
123-235 |
-0-020 |
-0.1% |
123-222 |
Close |
123-280 |
123-297 |
0-017 |
0.0% |
123-280 |
Range |
0-050 |
0-077 |
0-027 |
54.0% |
0-228 |
ATR |
0-079 |
0-079 |
0-000 |
-0.2% |
0-000 |
Volume |
275,124 |
268,903 |
-6,221 |
-2.3% |
1,710,081 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-192 |
124-162 |
124-019 |
|
R3 |
124-115 |
124-085 |
123-318 |
|
R2 |
124-038 |
124-038 |
123-311 |
|
R1 |
124-008 |
124-008 |
123-304 |
124-023 |
PP |
123-281 |
123-281 |
123-281 |
123-289 |
S1 |
123-251 |
123-251 |
123-290 |
123-266 |
S2 |
123-204 |
123-204 |
123-283 |
|
S3 |
123-127 |
123-174 |
123-276 |
|
S4 |
123-050 |
123-097 |
123-255 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-041 |
125-229 |
124-085 |
|
R3 |
125-133 |
125-001 |
124-023 |
|
R2 |
124-225 |
124-225 |
124-002 |
|
R1 |
124-093 |
124-093 |
123-301 |
124-045 |
PP |
123-317 |
123-317 |
123-317 |
123-294 |
S1 |
123-185 |
123-185 |
123-259 |
123-137 |
S2 |
123-089 |
123-089 |
123-238 |
|
S3 |
122-181 |
122-277 |
123-217 |
|
S4 |
121-273 |
122-049 |
123-155 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-105 |
123-222 |
0-203 |
0.5% |
0-074 |
0.2% |
37% |
False |
False |
352,889 |
10 |
124-167 |
123-222 |
0-265 |
0.7% |
0-075 |
0.2% |
28% |
False |
False |
335,609 |
20 |
125-000 |
123-222 |
1-098 |
1.1% |
0-083 |
0.2% |
18% |
False |
False |
363,465 |
40 |
125-000 |
123-222 |
1-098 |
1.1% |
0-076 |
0.2% |
18% |
False |
False |
330,287 |
60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-087 |
0.2% |
38% |
False |
False |
384,039 |
80 |
125-000 |
123-080 |
1-240 |
1.4% |
0-077 |
0.2% |
39% |
False |
False |
292,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-319 |
2.618 |
124-194 |
1.618 |
124-117 |
1.000 |
124-069 |
0.618 |
124-040 |
HIGH |
123-312 |
0.618 |
123-283 |
0.500 |
123-274 |
0.382 |
123-264 |
LOW |
123-235 |
0.618 |
123-187 |
1.000 |
123-158 |
1.618 |
123-110 |
2.618 |
123-033 |
4.250 |
122-228 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-289 |
123-287 |
PP |
123-281 |
123-277 |
S1 |
123-274 |
123-267 |
|