ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-167 |
124-232 |
0-065 |
0.2% |
124-317 |
| High |
124-292 |
124-262 |
-0-030 |
-0.1% |
125-007 |
| Low |
124-110 |
124-202 |
0-092 |
0.2% |
124-110 |
| Close |
124-232 |
124-210 |
-0-022 |
-0.1% |
124-232 |
| Range |
0-182 |
0-060 |
-0-122 |
-67.0% |
0-217 |
| ATR |
0-086 |
0-084 |
-0-002 |
-2.2% |
0-000 |
| Volume |
20,945 |
25,929 |
4,984 |
23.8% |
204,435 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-085 |
125-047 |
124-243 |
|
| R3 |
125-025 |
124-307 |
124-226 |
|
| R2 |
124-285 |
124-285 |
124-221 |
|
| R1 |
124-247 |
124-247 |
124-216 |
124-236 |
| PP |
124-225 |
124-225 |
124-225 |
124-219 |
| S1 |
124-187 |
124-187 |
124-204 |
124-176 |
| S2 |
124-165 |
124-165 |
124-199 |
|
| S3 |
124-105 |
124-127 |
124-194 |
|
| S4 |
124-045 |
124-067 |
124-177 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-234 |
126-130 |
125-031 |
|
| R3 |
126-017 |
125-233 |
124-292 |
|
| R2 |
125-120 |
125-120 |
124-272 |
|
| R1 |
125-016 |
125-016 |
124-252 |
124-280 |
| PP |
124-223 |
124-223 |
124-223 |
124-195 |
| S1 |
124-119 |
124-119 |
124-212 |
124-062 |
| S2 |
124-006 |
124-006 |
124-192 |
|
| S3 |
123-109 |
123-222 |
124-172 |
|
| S4 |
122-212 |
123-005 |
124-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-007 |
124-110 |
0-217 |
0.5% |
0-094 |
0.2% |
46% |
False |
False |
46,072 |
| 10 |
125-007 |
124-102 |
0-225 |
0.6% |
0-083 |
0.2% |
48% |
False |
False |
293,998 |
| 20 |
125-007 |
123-222 |
1-105 |
1.1% |
0-081 |
0.2% |
72% |
False |
False |
337,002 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-080 |
0.2% |
72% |
False |
False |
345,572 |
| 60 |
125-007 |
123-222 |
1-105 |
1.1% |
0-080 |
0.2% |
72% |
False |
False |
341,467 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-085 |
0.2% |
79% |
False |
False |
351,955 |
| 100 |
125-007 |
123-030 |
1-297 |
1.5% |
0-074 |
0.2% |
81% |
False |
False |
282,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-197 |
|
2.618 |
125-099 |
|
1.618 |
125-039 |
|
1.000 |
125-002 |
|
0.618 |
124-299 |
|
HIGH |
124-262 |
|
0.618 |
124-239 |
|
0.500 |
124-232 |
|
0.382 |
124-225 |
|
LOW |
124-202 |
|
0.618 |
124-165 |
|
1.000 |
124-142 |
|
1.618 |
124-105 |
|
2.618 |
124-045 |
|
4.250 |
123-267 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-232 |
124-207 |
| PP |
124-225 |
124-204 |
| S1 |
124-217 |
124-201 |
|