ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-175 |
124-220 |
0-045 |
0.1% |
124-232 |
| High |
124-187 |
124-222 |
0-035 |
0.1% |
124-262 |
| Low |
124-160 |
124-165 |
0-005 |
0.0% |
124-097 |
| Close |
124-172 |
124-165 |
-0-007 |
0.0% |
124-145 |
| Range |
0-027 |
0-057 |
0-030 |
111.1% |
0-165 |
| ATR |
0-076 |
0-075 |
-0-001 |
-1.8% |
0-000 |
| Volume |
6,822 |
3,069 |
-3,753 |
-55.0% |
93,123 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-035 |
124-317 |
124-196 |
|
| R3 |
124-298 |
124-260 |
124-181 |
|
| R2 |
124-241 |
124-241 |
124-175 |
|
| R1 |
124-203 |
124-203 |
124-170 |
124-194 |
| PP |
124-184 |
124-184 |
124-184 |
124-179 |
| S1 |
124-146 |
124-146 |
124-160 |
124-136 |
| S2 |
124-127 |
124-127 |
124-155 |
|
| S3 |
124-070 |
124-089 |
124-149 |
|
| S4 |
124-013 |
124-032 |
124-134 |
|
|
| 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 |
124-222 |
124-132 |
0-090 |
0.2% |
0-049 |
0.1% |
37% |
True |
False |
5,361 |
| 10 |
124-292 |
124-097 |
0-195 |
0.5% |
0-074 |
0.2% |
35% |
False |
False |
13,405 |
| 20 |
125-007 |
124-097 |
0-230 |
0.6% |
0-073 |
0.2% |
30% |
False |
False |
197,895 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-080 |
0.2% |
62% |
False |
False |
286,580 |
| 60 |
125-007 |
123-222 |
1-105 |
1.1% |
0-076 |
0.2% |
62% |
False |
False |
290,146 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-085 |
0.2% |
71% |
False |
False |
339,648 |
| 100 |
125-007 |
123-080 |
1-247 |
1.4% |
0-077 |
0.2% |
71% |
False |
False |
282,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-144 |
|
2.618 |
125-051 |
|
1.618 |
124-314 |
|
1.000 |
124-279 |
|
0.618 |
124-257 |
|
HIGH |
124-222 |
|
0.618 |
124-200 |
|
0.500 |
124-194 |
|
0.382 |
124-187 |
|
LOW |
124-165 |
|
0.618 |
124-130 |
|
1.000 |
124-108 |
|
1.618 |
124-073 |
|
2.618 |
124-016 |
|
4.250 |
123-243 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-194 |
124-177 |
| PP |
124-184 |
124-173 |
| S1 |
124-174 |
124-169 |
|