ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-157 |
124-160 |
0-003 |
0.0% |
123-285 |
| High |
124-172 |
124-222 |
0-050 |
0.1% |
124-172 |
| Low |
124-125 |
124-155 |
0-030 |
0.1% |
123-235 |
| Close |
124-155 |
124-212 |
0-057 |
0.1% |
124-120 |
| Range |
0-047 |
0-067 |
0-020 |
42.6% |
0-257 |
| ATR |
0-075 |
0-074 |
-0-001 |
-0.7% |
0-000 |
| Volume |
871,004 |
412,907 |
-458,097 |
-52.6% |
2,089,986 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-077 |
125-052 |
124-249 |
|
| R3 |
125-010 |
124-305 |
124-230 |
|
| R2 |
124-263 |
124-263 |
124-224 |
|
| R1 |
124-238 |
124-238 |
124-218 |
124-250 |
| PP |
124-196 |
124-196 |
124-196 |
124-203 |
| S1 |
124-171 |
124-171 |
124-206 |
124-184 |
| S2 |
124-129 |
124-129 |
124-200 |
|
| S3 |
124-062 |
124-104 |
124-194 |
|
| S4 |
123-315 |
124-037 |
124-175 |
|
|
| 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 |
124-222 |
124-102 |
0-120 |
0.3% |
0-055 |
0.1% |
92% |
True |
False |
563,465 |
| 10 |
124-222 |
123-235 |
0-307 |
0.8% |
0-069 |
0.2% |
97% |
True |
False |
475,738 |
| 20 |
124-232 |
123-222 |
1-010 |
0.8% |
0-075 |
0.2% |
94% |
False |
False |
411,467 |
| 40 |
125-000 |
123-222 |
1-098 |
1.0% |
0-073 |
0.2% |
74% |
False |
False |
374,281 |
| 60 |
125-000 |
123-085 |
1-235 |
1.4% |
0-082 |
0.2% |
81% |
False |
False |
377,290 |
| 80 |
125-000 |
123-085 |
1-235 |
1.4% |
0-080 |
0.2% |
81% |
False |
False |
345,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-187 |
|
2.618 |
125-077 |
|
1.618 |
125-010 |
|
1.000 |
124-289 |
|
0.618 |
124-263 |
|
HIGH |
124-222 |
|
0.618 |
124-196 |
|
0.500 |
124-188 |
|
0.382 |
124-181 |
|
LOW |
124-155 |
|
0.618 |
124-114 |
|
1.000 |
124-088 |
|
1.618 |
124-047 |
|
2.618 |
123-300 |
|
4.250 |
123-190 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-204 |
124-199 |
| PP |
124-196 |
124-186 |
| S1 |
124-188 |
124-174 |
|