ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-117 |
124-145 |
0-028 |
0.1% |
123-285 |
| High |
124-165 |
124-182 |
0-017 |
0.0% |
124-172 |
| Low |
124-102 |
124-140 |
0-038 |
0.1% |
123-235 |
| Close |
124-150 |
124-162 |
0-012 |
0.0% |
124-120 |
| Range |
0-063 |
0-042 |
-0-021 |
-33.3% |
0-257 |
| ATR |
0-079 |
0-077 |
-0-003 |
-3.4% |
0-000 |
| Volume |
397,991 |
710,368 |
312,377 |
78.5% |
2,089,986 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-287 |
124-267 |
124-185 |
|
| R3 |
124-245 |
124-225 |
124-174 |
|
| R2 |
124-203 |
124-203 |
124-170 |
|
| R1 |
124-183 |
124-183 |
124-166 |
124-193 |
| PP |
124-161 |
124-161 |
124-161 |
124-166 |
| S1 |
124-141 |
124-141 |
124-158 |
124-151 |
| S2 |
124-119 |
124-119 |
124-154 |
|
| S3 |
124-077 |
124-099 |
124-150 |
|
| S4 |
124-035 |
124-057 |
124-139 |
|
|
| 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 |
124-182 |
123-307 |
0-195 |
0.5% |
0-075 |
0.2% |
90% |
True |
False |
511,580 |
| 10 |
124-182 |
123-222 |
0-280 |
0.7% |
0-074 |
0.2% |
93% |
True |
False |
436,959 |
| 20 |
124-280 |
123-222 |
1-058 |
0.9% |
0-081 |
0.2% |
69% |
False |
False |
394,125 |
| 40 |
125-000 |
123-222 |
1-098 |
1.0% |
0-074 |
0.2% |
62% |
False |
False |
342,205 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-083 |
0.2% |
72% |
False |
False |
373,809 |
| 80 |
125-000 |
123-085 |
1-235 |
1.4% |
0-079 |
0.2% |
72% |
False |
False |
329,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-040 |
|
2.618 |
124-292 |
|
1.618 |
124-250 |
|
1.000 |
124-224 |
|
0.618 |
124-208 |
|
HIGH |
124-182 |
|
0.618 |
124-166 |
|
0.500 |
124-161 |
|
0.382 |
124-156 |
|
LOW |
124-140 |
|
0.618 |
124-114 |
|
1.000 |
124-098 |
|
1.618 |
124-072 |
|
2.618 |
124-030 |
|
4.250 |
123-282 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-162 |
124-155 |
| PP |
124-161 |
124-149 |
| S1 |
124-161 |
124-142 |
|