ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-285 |
124-265 |
-0-020 |
-0.1% |
124-117 |
| High |
124-310 |
124-272 |
-0-038 |
-0.1% |
125-000 |
| Low |
124-257 |
124-167 |
-0-090 |
-0.2% |
124-102 |
| Close |
124-270 |
124-175 |
-0-095 |
-0.2% |
124-305 |
| Range |
0-053 |
0-105 |
0-052 |
98.1% |
0-218 |
| ATR |
0-077 |
0-079 |
0-002 |
2.6% |
0-000 |
| Volume |
41,968 |
51,971 |
10,003 |
23.8% |
2,709,622 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-200 |
125-132 |
124-233 |
|
| R3 |
125-095 |
125-027 |
124-204 |
|
| R2 |
124-310 |
124-310 |
124-194 |
|
| R1 |
124-242 |
124-242 |
124-185 |
124-224 |
| PP |
124-205 |
124-205 |
124-205 |
124-195 |
| S1 |
124-137 |
124-137 |
124-165 |
124-118 |
| S2 |
124-100 |
124-100 |
124-156 |
|
| S3 |
123-315 |
124-032 |
124-146 |
|
| S4 |
123-210 |
123-247 |
124-117 |
|
|
| 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 |
124-155 |
0-172 |
0.4% |
0-088 |
0.2% |
12% |
False |
False |
182,749 |
| 10 |
125-007 |
124-100 |
0-227 |
0.6% |
0-072 |
0.2% |
33% |
False |
False |
382,386 |
| 20 |
125-007 |
123-222 |
1-105 |
1.1% |
0-075 |
0.2% |
64% |
False |
False |
365,718 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-077 |
0.2% |
64% |
False |
False |
358,518 |
| 60 |
125-007 |
123-217 |
1-110 |
1.1% |
0-079 |
0.2% |
65% |
False |
False |
355,885 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-083 |
0.2% |
73% |
False |
False |
351,726 |
| 100 |
125-007 |
123-000 |
2-007 |
1.6% |
0-072 |
0.2% |
77% |
False |
False |
281,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-078 |
|
2.618 |
125-227 |
|
1.618 |
125-122 |
|
1.000 |
125-057 |
|
0.618 |
125-017 |
|
HIGH |
124-272 |
|
0.618 |
124-232 |
|
0.500 |
124-220 |
|
0.382 |
124-207 |
|
LOW |
124-167 |
|
0.618 |
124-102 |
|
1.000 |
124-062 |
|
1.618 |
123-317 |
|
2.618 |
123-212 |
|
4.250 |
123-041 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-220 |
124-247 |
| PP |
124-205 |
124-223 |
| S1 |
124-190 |
124-199 |
|