ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-200 |
124-150 |
-0-050 |
-0.1% |
124-232 |
| High |
124-250 |
124-202 |
-0-048 |
-0.1% |
124-262 |
| Low |
124-097 |
124-140 |
0-043 |
0.1% |
124-097 |
| Close |
124-230 |
124-145 |
-0-085 |
-0.2% |
124-145 |
| Range |
0-153 |
0-062 |
-0-091 |
-59.5% |
0-165 |
| ATR |
0-085 |
0-085 |
0-000 |
0.5% |
0-000 |
| Volume |
5,872 |
6,821 |
949 |
16.2% |
93,123 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-028 |
124-309 |
124-179 |
|
| R3 |
124-286 |
124-247 |
124-162 |
|
| R2 |
124-224 |
124-224 |
124-156 |
|
| R1 |
124-185 |
124-185 |
124-151 |
124-174 |
| PP |
124-162 |
124-162 |
124-162 |
124-157 |
| S1 |
124-123 |
124-123 |
124-139 |
124-112 |
| S2 |
124-100 |
124-100 |
124-134 |
|
| S3 |
124-038 |
124-061 |
124-128 |
|
| S4 |
123-296 |
123-319 |
124-111 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-023 |
125-249 |
124-236 |
|
| R3 |
125-178 |
125-084 |
124-190 |
|
| R2 |
125-013 |
125-013 |
124-175 |
|
| R1 |
124-239 |
124-239 |
124-160 |
124-204 |
| PP |
124-168 |
124-168 |
124-168 |
124-150 |
| S1 |
124-074 |
124-074 |
124-130 |
124-038 |
| S2 |
124-003 |
124-003 |
124-115 |
|
| S3 |
123-158 |
123-229 |
124-100 |
|
| S4 |
122-313 |
123-064 |
124-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-262 |
124-097 |
0-165 |
0.4% |
0-074 |
0.2% |
29% |
False |
False |
18,624 |
| 10 |
125-007 |
124-097 |
0-230 |
0.6% |
0-093 |
0.2% |
21% |
False |
False |
61,491 |
| 20 |
125-007 |
123-235 |
1-092 |
1.0% |
0-081 |
0.2% |
56% |
False |
False |
268,614 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-082 |
0.2% |
57% |
False |
False |
317,503 |
| 60 |
125-007 |
123-222 |
1-105 |
1.1% |
0-078 |
0.2% |
57% |
False |
False |
313,654 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-086 |
0.2% |
68% |
False |
False |
352,150 |
| 100 |
125-007 |
123-050 |
1-277 |
1.5% |
0-076 |
0.2% |
70% |
False |
False |
282,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-146 |
|
2.618 |
125-044 |
|
1.618 |
124-302 |
|
1.000 |
124-264 |
|
0.618 |
124-240 |
|
HIGH |
124-202 |
|
0.618 |
124-178 |
|
0.500 |
124-171 |
|
0.382 |
124-164 |
|
LOW |
124-140 |
|
0.618 |
124-102 |
|
1.000 |
124-078 |
|
1.618 |
124-040 |
|
2.618 |
123-298 |
|
4.250 |
123-196 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-171 |
124-174 |
| PP |
124-162 |
124-164 |
| S1 |
124-154 |
124-154 |
|