ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-317 |
124-285 |
-0-032 |
-0.1% |
124-117 |
| High |
125-007 |
124-310 |
-0-017 |
0.0% |
125-000 |
| Low |
124-257 |
124-257 |
0-000 |
0.0% |
124-102 |
| Close |
124-265 |
124-270 |
0-005 |
0.0% |
124-305 |
| Range |
0-070 |
0-053 |
-0-017 |
-24.3% |
0-218 |
| ATR |
0-078 |
0-077 |
-0-002 |
-2.3% |
0-000 |
| Volume |
89,551 |
41,968 |
-47,583 |
-53.1% |
2,709,622 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-118 |
125-087 |
124-299 |
|
| R3 |
125-065 |
125-034 |
124-285 |
|
| R2 |
125-012 |
125-012 |
124-280 |
|
| R1 |
124-301 |
124-301 |
124-275 |
124-290 |
| PP |
124-279 |
124-279 |
124-279 |
124-274 |
| S1 |
124-248 |
124-248 |
124-265 |
124-237 |
| S2 |
124-226 |
124-226 |
124-260 |
|
| S3 |
124-173 |
124-195 |
124-255 |
|
| S4 |
124-120 |
124-142 |
124-241 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-256 |
126-179 |
125-105 |
|
| R3 |
126-038 |
125-281 |
125-045 |
|
| R2 |
125-140 |
125-140 |
125-025 |
|
| R1 |
125-063 |
125-063 |
125-005 |
125-102 |
| PP |
124-242 |
124-242 |
124-242 |
124-262 |
| S1 |
124-165 |
124-165 |
124-285 |
124-204 |
| S2 |
124-024 |
124-024 |
124-265 |
|
| S3 |
123-126 |
123-267 |
124-245 |
|
| S4 |
122-228 |
123-049 |
124-185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-007 |
124-125 |
0-202 |
0.5% |
0-076 |
0.2% |
72% |
False |
False |
346,556 |
| 10 |
125-007 |
123-307 |
1-020 |
0.9% |
0-076 |
0.2% |
83% |
False |
False |
429,068 |
| 20 |
125-007 |
123-222 |
1-105 |
1.1% |
0-074 |
0.2% |
87% |
False |
False |
380,366 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-076 |
0.2% |
87% |
False |
False |
366,605 |
| 60 |
125-007 |
123-217 |
1-110 |
1.1% |
0-079 |
0.2% |
87% |
False |
False |
362,082 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-082 |
0.2% |
90% |
False |
False |
351,092 |
| 100 |
125-007 |
123-000 |
2-007 |
1.6% |
0-070 |
0.2% |
91% |
False |
False |
281,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-215 |
|
2.618 |
125-129 |
|
1.618 |
125-076 |
|
1.000 |
125-043 |
|
0.618 |
125-023 |
|
HIGH |
124-310 |
|
0.618 |
124-290 |
|
0.500 |
124-284 |
|
0.382 |
124-277 |
|
LOW |
124-257 |
|
0.618 |
124-224 |
|
1.000 |
124-204 |
|
1.618 |
124-171 |
|
2.618 |
124-118 |
|
4.250 |
124-032 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-284 |
124-264 |
| PP |
124-279 |
124-257 |
| S1 |
124-274 |
124-251 |
|