ECBOT 5 Year T-Note Future September 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-220 |
124-155 |
-0-065 |
-0.2% |
124-137 |
| High |
124-222 |
124-202 |
-0-020 |
-0.1% |
124-222 |
| Low |
124-165 |
124-155 |
-0-010 |
0.0% |
124-132 |
| Close |
124-165 |
124-202 |
0-037 |
0.1% |
124-202 |
| Range |
0-057 |
0-047 |
-0-010 |
-17.5% |
0-090 |
| ATR |
0-075 |
0-073 |
-0-002 |
-2.7% |
0-000 |
| Volume |
3,069 |
2,669 |
-400 |
-13.0% |
22,655 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-007 |
124-312 |
124-228 |
|
| R3 |
124-280 |
124-265 |
124-215 |
|
| R2 |
124-233 |
124-233 |
124-211 |
|
| R1 |
124-218 |
124-218 |
124-206 |
124-226 |
| PP |
124-186 |
124-186 |
124-186 |
124-190 |
| S1 |
124-171 |
124-171 |
124-198 |
124-178 |
| S2 |
124-139 |
124-139 |
124-193 |
|
| S3 |
124-092 |
124-124 |
124-189 |
|
| S4 |
124-045 |
124-077 |
124-176 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-135 |
125-099 |
124-252 |
|
| R3 |
125-045 |
125-009 |
124-227 |
|
| R2 |
124-275 |
124-275 |
124-218 |
|
| R1 |
124-239 |
124-239 |
124-210 |
124-257 |
| PP |
124-185 |
124-185 |
124-185 |
124-194 |
| S1 |
124-149 |
124-149 |
124-194 |
124-167 |
| S2 |
124-095 |
124-095 |
124-186 |
|
| S3 |
124-005 |
124-059 |
124-177 |
|
| S4 |
123-235 |
123-289 |
124-152 |
|
|
| 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% |
0-046 |
0.1% |
78% |
False |
False |
4,531 |
| 10 |
124-262 |
124-097 |
0-165 |
0.4% |
0-060 |
0.2% |
64% |
False |
False |
11,577 |
| 20 |
125-007 |
124-097 |
0-230 |
0.6% |
0-072 |
0.2% |
46% |
False |
False |
172,744 |
| 40 |
125-007 |
123-222 |
1-105 |
1.1% |
0-080 |
0.2% |
71% |
False |
False |
278,479 |
| 60 |
125-007 |
123-222 |
1-105 |
1.1% |
0-076 |
0.2% |
71% |
False |
False |
284,113 |
| 80 |
125-007 |
123-085 |
1-242 |
1.4% |
0-083 |
0.2% |
78% |
False |
False |
327,662 |
| 100 |
125-007 |
123-080 |
1-247 |
1.4% |
0-077 |
0.2% |
78% |
False |
False |
282,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-082 |
|
2.618 |
125-005 |
|
1.618 |
124-278 |
|
1.000 |
124-249 |
|
0.618 |
124-231 |
|
HIGH |
124-202 |
|
0.618 |
124-184 |
|
0.500 |
124-178 |
|
0.382 |
124-173 |
|
LOW |
124-155 |
|
0.618 |
124-126 |
|
1.000 |
124-108 |
|
1.618 |
124-079 |
|
2.618 |
124-032 |
|
4.250 |
123-275 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-194 |
124-198 |
| PP |
124-186 |
124-193 |
| S1 |
124-178 |
124-188 |
|