ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-137 |
124-132 |
-0-005 |
0.0% |
124-232 |
| High |
124-172 |
124-195 |
0-023 |
0.1% |
124-262 |
| Low |
124-135 |
124-132 |
-0-003 |
0.0% |
124-097 |
| Close |
124-140 |
124-162 |
0-022 |
0.1% |
124-145 |
| Range |
0-037 |
0-063 |
0-026 |
70.3% |
0-165 |
| ATR |
0-082 |
0-080 |
-0-001 |
-1.6% |
0-000 |
| Volume |
4,393 |
5,702 |
1,309 |
29.8% |
93,123 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-032 |
125-000 |
124-197 |
|
| R3 |
124-289 |
124-257 |
124-179 |
|
| R2 |
124-226 |
124-226 |
124-174 |
|
| R1 |
124-194 |
124-194 |
124-168 |
124-210 |
| PP |
124-163 |
124-163 |
124-163 |
124-171 |
| S1 |
124-131 |
124-131 |
124-156 |
124-147 |
| S2 |
124-100 |
124-100 |
124-150 |
|
| S3 |
124-037 |
124-068 |
124-145 |
|
| S4 |
123-294 |
124-005 |
124-127 |
|
|
| 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 |
124-250 |
124-097 |
0-153 |
0.4% |
0-074 |
0.2% |
42% |
False |
False |
11,520 |
| 10 |
124-310 |
124-097 |
0-213 |
0.5% |
0-081 |
0.2% |
31% |
False |
False |
21,810 |
| 20 |
125-007 |
123-252 |
1-075 |
1.0% |
0-080 |
0.2% |
58% |
False |
False |
241,917 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-081 |
0.2% |
61% |
False |
False |
302,691 |
| 60 |
125-007 |
123-222 |
1-105 |
1.1% |
0-077 |
0.2% |
61% |
False |
False |
300,831 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-085 |
0.2% |
71% |
False |
False |
348,509 |
| 100 |
125-007 |
123-080 |
1-247 |
1.4% |
0-077 |
0.2% |
71% |
False |
False |
282,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-143 |
|
2.618 |
125-040 |
|
1.618 |
124-297 |
|
1.000 |
124-258 |
|
0.618 |
124-234 |
|
HIGH |
124-195 |
|
0.618 |
124-171 |
|
0.500 |
124-164 |
|
0.382 |
124-156 |
|
LOW |
124-132 |
|
0.618 |
124-093 |
|
1.000 |
124-069 |
|
1.618 |
124-030 |
|
2.618 |
123-287 |
|
4.250 |
123-184 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-164 |
124-167 |
| PP |
124-163 |
124-165 |
| S1 |
124-162 |
124-164 |
|