ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-145 |
124-157 |
0-012 |
0.0% |
123-285 |
| High |
124-182 |
124-172 |
-0-010 |
0.0% |
124-172 |
| Low |
124-140 |
124-125 |
-0-015 |
0.0% |
123-235 |
| Close |
124-162 |
124-155 |
-0-007 |
0.0% |
124-120 |
| Range |
0-042 |
0-047 |
0-005 |
11.9% |
0-257 |
| ATR |
0-077 |
0-075 |
-0-002 |
-2.8% |
0-000 |
| Volume |
710,368 |
871,004 |
160,636 |
22.6% |
2,089,986 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-292 |
124-270 |
124-181 |
|
| R3 |
124-245 |
124-223 |
124-168 |
|
| R2 |
124-198 |
124-198 |
124-164 |
|
| R1 |
124-176 |
124-176 |
124-159 |
124-164 |
| PP |
124-151 |
124-151 |
124-151 |
124-144 |
| S1 |
124-129 |
124-129 |
124-151 |
124-116 |
| S2 |
124-104 |
124-104 |
124-146 |
|
| S3 |
124-057 |
124-082 |
124-142 |
|
| S4 |
124-010 |
124-035 |
124-129 |
|
|
| 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 |
124-100 |
0-082 |
0.2% |
0-056 |
0.1% |
67% |
False |
False |
582,023 |
| 10 |
124-182 |
123-222 |
0-280 |
0.7% |
0-070 |
0.2% |
90% |
False |
False |
479,974 |
| 20 |
124-275 |
123-222 |
1-053 |
0.9% |
0-078 |
0.2% |
68% |
False |
False |
416,772 |
| 40 |
125-000 |
123-222 |
1-098 |
1.0% |
0-073 |
0.2% |
61% |
False |
False |
363,971 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-083 |
0.2% |
70% |
False |
False |
381,548 |
| 80 |
125-000 |
123-085 |
1-235 |
1.4% |
0-079 |
0.2% |
70% |
False |
False |
340,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-052 |
|
2.618 |
124-295 |
|
1.618 |
124-248 |
|
1.000 |
124-219 |
|
0.618 |
124-201 |
|
HIGH |
124-172 |
|
0.618 |
124-154 |
|
0.500 |
124-148 |
|
0.382 |
124-143 |
|
LOW |
124-125 |
|
0.618 |
124-096 |
|
1.000 |
124-078 |
|
1.618 |
124-049 |
|
2.618 |
124-002 |
|
4.250 |
123-245 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-153 |
124-151 |
| PP |
124-151 |
124-146 |
| S1 |
124-148 |
124-142 |
|