ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
123-285 |
123-305 |
0-020 |
0.1% |
124-105 |
High |
123-312 |
124-005 |
0-013 |
0.0% |
124-130 |
Low |
123-235 |
123-252 |
0-017 |
0.0% |
123-222 |
Close |
123-297 |
123-300 |
0-003 |
0.0% |
123-280 |
Range |
0-077 |
0-073 |
-0-004 |
-5.2% |
0-228 |
ATR |
0-079 |
0-078 |
0-000 |
-0.5% |
0-000 |
Volume |
268,903 |
371,538 |
102,635 |
38.2% |
1,710,081 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-191 |
124-159 |
124-020 |
|
R3 |
124-118 |
124-086 |
124-000 |
|
R2 |
124-045 |
124-045 |
123-313 |
|
R1 |
124-013 |
124-013 |
123-307 |
123-312 |
PP |
123-292 |
123-292 |
123-292 |
123-282 |
S1 |
123-260 |
123-260 |
123-293 |
123-240 |
S2 |
123-219 |
123-219 |
123-287 |
|
S3 |
123-146 |
123-187 |
123-280 |
|
S4 |
123-073 |
123-114 |
123-260 |
|
|
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 |
124-042 |
123-222 |
0-140 |
0.4% |
0-073 |
0.2% |
56% |
False |
False |
362,338 |
10 |
124-130 |
123-222 |
0-228 |
0.6% |
0-072 |
0.2% |
34% |
False |
False |
331,663 |
20 |
125-000 |
123-222 |
1-098 |
1.1% |
0-083 |
0.2% |
19% |
False |
False |
365,327 |
40 |
125-000 |
123-222 |
1-098 |
1.1% |
0-075 |
0.2% |
19% |
False |
False |
332,056 |
60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-087 |
0.2% |
39% |
False |
False |
383,867 |
80 |
125-000 |
123-080 |
1-240 |
1.4% |
0-077 |
0.2% |
39% |
False |
False |
297,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-315 |
2.618 |
124-196 |
1.618 |
124-123 |
1.000 |
124-078 |
0.618 |
124-050 |
HIGH |
124-005 |
0.618 |
123-297 |
0.500 |
123-288 |
0.382 |
123-280 |
LOW |
123-252 |
0.618 |
123-207 |
1.000 |
123-179 |
1.618 |
123-134 |
2.618 |
123-061 |
4.250 |
122-262 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
123-296 |
123-293 |
PP |
123-292 |
123-287 |
S1 |
123-288 |
123-280 |
|