ECBOT 5 Year T-Note Future December 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 |
124-115 |
124-230 |
0-115 |
0.3% |
124-005 |
| High |
124-227 |
124-232 |
0-005 |
0.0% |
124-227 |
| Low |
124-067 |
124-160 |
0-093 |
0.2% |
123-310 |
| Close |
124-212 |
124-170 |
-0-042 |
-0.1% |
124-212 |
| Range |
0-160 |
0-072 |
-0-088 |
-55.0% |
0-237 |
| ATR |
0-071 |
0-071 |
0-000 |
0.1% |
0-000 |
| Volume |
728,821 |
684,712 |
-44,109 |
-6.1% |
2,284,457 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-083 |
125-039 |
124-210 |
|
| R3 |
125-011 |
124-287 |
124-190 |
|
| R2 |
124-259 |
124-259 |
124-183 |
|
| R1 |
124-215 |
124-215 |
124-177 |
124-201 |
| PP |
124-187 |
124-187 |
124-187 |
124-180 |
| S1 |
124-143 |
124-143 |
124-163 |
124-129 |
| S2 |
124-115 |
124-115 |
124-157 |
|
| S3 |
124-043 |
124-071 |
124-150 |
|
| S4 |
123-291 |
123-319 |
124-130 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-214 |
126-130 |
125-022 |
|
| R3 |
125-297 |
125-213 |
124-277 |
|
| R2 |
125-060 |
125-060 |
124-255 |
|
| R1 |
124-296 |
124-296 |
124-234 |
125-018 |
| PP |
124-143 |
124-143 |
124-143 |
124-164 |
| S1 |
124-059 |
124-059 |
124-190 |
124-101 |
| S2 |
123-226 |
123-226 |
124-169 |
|
| S3 |
122-309 |
123-142 |
124-147 |
|
| S4 |
122-072 |
122-225 |
124-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-232 |
124-012 |
0-220 |
0.6% |
0-081 |
0.2% |
72% |
True |
False |
552,820 |
| 10 |
124-232 |
123-130 |
1-102 |
1.1% |
0-080 |
0.2% |
85% |
True |
False |
315,169 |
| 20 |
124-232 |
123-100 |
1-132 |
1.1% |
0-064 |
0.2% |
86% |
True |
False |
160,497 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-048 |
0.1% |
86% |
True |
False |
80,710 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-032 |
0.1% |
88% |
True |
False |
53,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-218 |
|
2.618 |
125-100 |
|
1.618 |
125-028 |
|
1.000 |
124-304 |
|
0.618 |
124-276 |
|
HIGH |
124-232 |
|
0.618 |
124-204 |
|
0.500 |
124-196 |
|
0.382 |
124-188 |
|
LOW |
124-160 |
|
0.618 |
124-116 |
|
1.000 |
124-088 |
|
1.618 |
124-044 |
|
2.618 |
123-292 |
|
4.250 |
123-174 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-196 |
124-159 |
| PP |
124-187 |
124-148 |
| S1 |
124-179 |
124-137 |
|