ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-120 |
124-117 |
-0-003 |
0.0% |
123-285 |
| High |
124-165 |
124-165 |
0-000 |
0.0% |
124-172 |
| Low |
124-110 |
124-102 |
-0-008 |
0.0% |
123-235 |
| Close |
124-120 |
124-150 |
0-030 |
0.1% |
124-120 |
| Range |
0-055 |
0-063 |
0-008 |
14.5% |
0-257 |
| ATR |
0-081 |
0-079 |
-0-001 |
-1.6% |
0-000 |
| Volume |
425,059 |
397,991 |
-27,068 |
-6.4% |
2,089,986 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-008 |
124-302 |
124-185 |
|
| R3 |
124-265 |
124-239 |
124-167 |
|
| R2 |
124-202 |
124-202 |
124-162 |
|
| R1 |
124-176 |
124-176 |
124-156 |
124-189 |
| PP |
124-139 |
124-139 |
124-139 |
124-146 |
| S1 |
124-113 |
124-113 |
124-144 |
124-126 |
| S2 |
124-076 |
124-076 |
124-138 |
|
| S3 |
124-013 |
124-050 |
124-133 |
|
| S4 |
123-270 |
123-307 |
124-115 |
|
|
| 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 |
123-252 |
0-240 |
0.6% |
0-082 |
0.2% |
91% |
False |
False |
443,814 |
| 10 |
124-172 |
123-222 |
0-270 |
0.7% |
0-078 |
0.2% |
92% |
False |
False |
398,352 |
| 20 |
124-282 |
123-222 |
1-060 |
1.0% |
0-082 |
0.2% |
65% |
False |
False |
380,015 |
| 40 |
125-000 |
123-222 |
1-098 |
1.0% |
0-076 |
0.2% |
59% |
False |
False |
335,909 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-085 |
0.2% |
69% |
False |
False |
369,258 |
| 80 |
125-000 |
123-085 |
1-235 |
1.4% |
0-080 |
0.2% |
69% |
False |
False |
320,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-113 |
|
2.618 |
125-010 |
|
1.618 |
124-267 |
|
1.000 |
124-228 |
|
0.618 |
124-204 |
|
HIGH |
124-165 |
|
0.618 |
124-141 |
|
0.500 |
124-134 |
|
0.382 |
124-126 |
|
LOW |
124-102 |
|
0.618 |
124-063 |
|
1.000 |
124-039 |
|
1.618 |
124-000 |
|
2.618 |
123-257 |
|
4.250 |
123-154 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-144 |
124-145 |
| PP |
124-139 |
124-141 |
| S1 |
124-134 |
124-136 |
|