ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
124-045 |
124-047 |
0-002 |
0.0% |
123-160 |
| High |
124-062 |
124-120 |
0-058 |
0.1% |
124-060 |
| Low |
124-012 |
124-042 |
0-030 |
0.1% |
123-130 |
| Close |
124-040 |
124-110 |
0-070 |
0.2% |
124-010 |
| Range |
0-050 |
0-078 |
0-028 |
56.0% |
0-250 |
| ATR |
0-063 |
0-065 |
0-001 |
1.9% |
0-000 |
| Volume |
563,759 |
320,504 |
-243,255 |
-43.1% |
190,404 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-005 |
124-295 |
124-153 |
|
| R3 |
124-247 |
124-217 |
124-131 |
|
| R2 |
124-169 |
124-169 |
124-124 |
|
| R1 |
124-139 |
124-139 |
124-117 |
124-154 |
| PP |
124-091 |
124-091 |
124-091 |
124-098 |
| S1 |
124-061 |
124-061 |
124-103 |
124-076 |
| S2 |
124-013 |
124-013 |
124-096 |
|
| S3 |
123-255 |
123-303 |
124-089 |
|
| S4 |
123-177 |
123-225 |
124-067 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-070 |
125-290 |
124-148 |
|
| R3 |
125-140 |
125-040 |
124-079 |
|
| R2 |
124-210 |
124-210 |
124-056 |
|
| R1 |
124-110 |
124-110 |
124-033 |
124-160 |
| PP |
123-280 |
123-280 |
123-280 |
123-305 |
| S1 |
123-180 |
123-180 |
123-307 |
123-230 |
| S2 |
123-030 |
123-030 |
123-284 |
|
| S3 |
122-100 |
122-250 |
123-261 |
|
| S4 |
121-170 |
122-000 |
123-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-120 |
123-310 |
0-130 |
0.3% |
0-058 |
0.1% |
92% |
True |
False |
328,683 |
| 10 |
124-120 |
123-130 |
0-310 |
0.8% |
0-065 |
0.2% |
97% |
True |
False |
175,616 |
| 20 |
124-130 |
123-100 |
1-030 |
0.9% |
0-060 |
0.2% |
94% |
False |
False |
90,031 |
| 40 |
124-210 |
123-100 |
1-110 |
1.1% |
0-042 |
0.1% |
77% |
False |
False |
45,372 |
| 60 |
124-210 |
123-040 |
1-170 |
1.2% |
0-028 |
0.1% |
80% |
False |
False |
30,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-132 |
|
2.618 |
125-004 |
|
1.618 |
124-246 |
|
1.000 |
124-198 |
|
0.618 |
124-168 |
|
HIGH |
124-120 |
|
0.618 |
124-090 |
|
0.500 |
124-081 |
|
0.382 |
124-072 |
|
LOW |
124-042 |
|
0.618 |
123-314 |
|
1.000 |
123-284 |
|
1.618 |
123-236 |
|
2.618 |
123-158 |
|
4.250 |
123-030 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-100 |
124-095 |
| PP |
124-091 |
124-081 |
| S1 |
124-081 |
124-066 |
|