ECBOT 5 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
123-305 |
123-310 |
0-005 |
0.0% |
124-105 |
High |
124-005 |
124-132 |
0-127 |
0.3% |
124-130 |
Low |
123-252 |
123-307 |
0-055 |
0.1% |
123-222 |
Close |
123-300 |
124-102 |
0-122 |
0.3% |
123-280 |
Range |
0-073 |
0-145 |
0-072 |
98.6% |
0-228 |
ATR |
0-078 |
0-083 |
0-005 |
6.7% |
0-000 |
Volume |
371,538 |
518,793 |
147,255 |
39.6% |
1,710,081 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-189 |
125-130 |
124-182 |
|
R3 |
125-044 |
124-305 |
124-142 |
|
R2 |
124-219 |
124-219 |
124-129 |
|
R1 |
124-160 |
124-160 |
124-115 |
124-190 |
PP |
124-074 |
124-074 |
124-074 |
124-088 |
S1 |
124-015 |
124-015 |
124-089 |
124-044 |
S2 |
123-249 |
123-249 |
124-075 |
|
S3 |
123-104 |
123-190 |
124-062 |
|
S4 |
122-279 |
123-045 |
124-022 |
|
|
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 |
124-132 |
123-222 |
0-230 |
0.6% |
0-084 |
0.2% |
87% |
True |
False |
377,925 |
10 |
124-132 |
123-222 |
0-230 |
0.6% |
0-078 |
0.2% |
87% |
True |
False |
349,049 |
20 |
124-305 |
123-222 |
1-083 |
1.0% |
0-088 |
0.2% |
50% |
False |
False |
375,265 |
40 |
125-000 |
123-222 |
1-098 |
1.1% |
0-078 |
0.2% |
48% |
False |
False |
336,271 |
60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-089 |
0.2% |
61% |
False |
False |
386,898 |
80 |
125-000 |
123-080 |
1-240 |
1.4% |
0-079 |
0.2% |
61% |
False |
False |
304,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-108 |
2.618 |
125-192 |
1.618 |
125-047 |
1.000 |
124-277 |
0.618 |
124-222 |
HIGH |
124-132 |
0.618 |
124-077 |
0.500 |
124-060 |
0.382 |
124-042 |
LOW |
123-307 |
0.618 |
123-217 |
1.000 |
123-162 |
1.618 |
123-072 |
2.618 |
122-247 |
4.250 |
122-011 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
124-088 |
124-076 |
PP |
124-074 |
124-050 |
S1 |
124-060 |
124-024 |
|