ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-127 |
124-120 |
-0-007 |
0.0% |
123-285 |
| High |
124-172 |
124-165 |
-0-007 |
0.0% |
124-172 |
| Low |
124-100 |
124-110 |
0-010 |
0.0% |
123-235 |
| Close |
124-140 |
124-120 |
-0-020 |
-0.1% |
124-120 |
| Range |
0-072 |
0-055 |
-0-017 |
-23.6% |
0-257 |
| ATR |
0-083 |
0-081 |
-0-002 |
-2.4% |
0-000 |
| Volume |
505,693 |
425,059 |
-80,634 |
-15.9% |
2,089,986 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-297 |
124-263 |
124-150 |
|
| R3 |
124-242 |
124-208 |
124-135 |
|
| R2 |
124-187 |
124-187 |
124-130 |
|
| R1 |
124-153 |
124-153 |
124-125 |
124-148 |
| PP |
124-132 |
124-132 |
124-132 |
124-129 |
| S1 |
124-098 |
124-098 |
124-115 |
124-092 |
| S2 |
124-077 |
124-077 |
124-110 |
|
| S3 |
124-022 |
124-043 |
124-105 |
|
| S4 |
123-287 |
123-308 |
124-090 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-200 |
126-097 |
124-261 |
|
| R3 |
125-263 |
125-160 |
124-191 |
|
| R2 |
125-006 |
125-006 |
124-167 |
|
| R1 |
124-223 |
124-223 |
124-144 |
124-274 |
| PP |
124-069 |
124-069 |
124-069 |
124-095 |
| S1 |
123-286 |
123-286 |
124-096 |
124-018 |
| S2 |
123-132 |
123-132 |
124-073 |
|
| S3 |
122-195 |
123-029 |
124-049 |
|
| S4 |
121-258 |
122-092 |
123-299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-172 |
123-235 |
0-257 |
0.6% |
0-084 |
0.2% |
80% |
False |
False |
417,997 |
| 10 |
124-172 |
123-222 |
0-270 |
0.7% |
0-078 |
0.2% |
81% |
False |
False |
380,006 |
| 20 |
124-282 |
123-222 |
1-060 |
1.0% |
0-084 |
0.2% |
57% |
False |
False |
377,398 |
| 40 |
125-000 |
123-222 |
1-098 |
1.1% |
0-077 |
0.2% |
52% |
False |
False |
338,974 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-086 |
0.2% |
64% |
False |
False |
374,573 |
| 80 |
125-000 |
123-085 |
1-235 |
1.4% |
0-079 |
0.2% |
64% |
False |
False |
315,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-079 |
|
2.618 |
124-309 |
|
1.618 |
124-254 |
|
1.000 |
124-220 |
|
0.618 |
124-199 |
|
HIGH |
124-165 |
|
0.618 |
124-144 |
|
0.500 |
124-138 |
|
0.382 |
124-131 |
|
LOW |
124-110 |
|
0.618 |
124-076 |
|
1.000 |
124-055 |
|
1.618 |
124-021 |
|
2.618 |
123-286 |
|
4.250 |
123-196 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-138 |
124-106 |
| PP |
124-132 |
124-093 |
| S1 |
124-126 |
124-080 |
|