ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 04-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
134-045 |
134-255 |
0-210 |
0.5% |
133-170 |
High |
134-280 |
134-275 |
-0-005 |
0.0% |
134-280 |
Low |
133-290 |
134-130 |
0-160 |
0.4% |
133-145 |
Close |
134-240 |
134-145 |
-0-095 |
-0.2% |
134-240 |
Range |
0-310 |
0-145 |
-0-165 |
-53.2% |
1-135 |
ATR |
0-178 |
0-176 |
-0-002 |
-1.3% |
0-000 |
Volume |
279,292 |
119,286 |
-160,006 |
-57.3% |
4,263,218 |
|
Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-298 |
135-207 |
134-225 |
|
R3 |
135-153 |
135-062 |
134-185 |
|
R2 |
135-008 |
135-008 |
134-172 |
|
R1 |
134-237 |
134-237 |
134-158 |
134-210 |
PP |
134-183 |
134-183 |
134-183 |
134-170 |
S1 |
134-092 |
134-092 |
134-132 |
134-065 |
S2 |
134-038 |
134-038 |
134-118 |
|
S3 |
133-213 |
133-267 |
134-105 |
|
S4 |
133-068 |
133-122 |
134-065 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-200 |
138-035 |
135-170 |
|
R3 |
137-065 |
136-220 |
135-045 |
|
R2 |
135-250 |
135-250 |
135-003 |
|
R1 |
135-085 |
135-085 |
134-282 |
135-168 |
PP |
134-115 |
134-115 |
134-115 |
134-156 |
S1 |
133-270 |
133-270 |
134-198 |
134-032 |
S2 |
132-300 |
132-300 |
134-157 |
|
S3 |
131-165 |
132-135 |
134-115 |
|
S4 |
130-030 |
131-000 |
133-310 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-280 |
133-210 |
1-070 |
0.9% |
0-169 |
0.4% |
65% |
False |
False |
741,031 |
10 |
134-280 |
132-060 |
2-220 |
2.0% |
0-174 |
0.4% |
84% |
False |
False |
813,033 |
20 |
134-280 |
132-050 |
2-230 |
2.0% |
0-169 |
0.4% |
84% |
False |
False |
809,286 |
40 |
135-155 |
132-050 |
3-105 |
2.5% |
0-171 |
0.4% |
69% |
False |
False |
800,460 |
60 |
135-155 |
132-050 |
3-105 |
2.5% |
0-184 |
0.4% |
69% |
False |
False |
821,608 |
80 |
135-155 |
131-260 |
3-215 |
2.7% |
0-185 |
0.4% |
72% |
False |
False |
769,625 |
100 |
135-155 |
130-050 |
5-105 |
4.0% |
0-171 |
0.4% |
81% |
False |
False |
616,296 |
120 |
135-155 |
126-270 |
8-205 |
6.4% |
0-151 |
0.4% |
88% |
False |
False |
513,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-251 |
2.618 |
136-015 |
1.618 |
135-190 |
1.000 |
135-100 |
0.618 |
135-045 |
HIGH |
134-275 |
0.618 |
134-220 |
0.500 |
134-202 |
0.382 |
134-185 |
LOW |
134-130 |
0.618 |
134-040 |
1.000 |
133-305 |
1.618 |
133-215 |
2.618 |
133-070 |
4.250 |
132-154 |
|
|
Fisher Pivots for day following 04-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
134-202 |
134-132 |
PP |
134-183 |
134-120 |
S1 |
134-164 |
134-108 |
|