ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-167 |
124-065 |
-0-102 |
-0.3% |
124-230 |
| High |
124-180 |
124-200 |
0-020 |
0.1% |
124-232 |
| Low |
124-062 |
124-000 |
-0-062 |
-0.2% |
124-000 |
| Close |
124-075 |
124-137 |
0-062 |
0.2% |
124-137 |
| Range |
0-118 |
0-200 |
0-082 |
69.5% |
0-232 |
| ATR |
0-074 |
0-083 |
0-009 |
12.2% |
0-000 |
| Volume |
590,911 |
705,831 |
114,920 |
19.4% |
2,464,281 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-072 |
125-305 |
124-247 |
|
| R3 |
125-192 |
125-105 |
124-192 |
|
| R2 |
124-312 |
124-312 |
124-174 |
|
| R1 |
124-225 |
124-225 |
124-155 |
124-268 |
| PP |
124-112 |
124-112 |
124-112 |
124-134 |
| S1 |
124-025 |
124-025 |
124-119 |
124-068 |
| S2 |
123-232 |
123-232 |
124-100 |
|
| S3 |
123-032 |
123-145 |
124-082 |
|
| S4 |
122-152 |
122-265 |
124-027 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-179 |
126-070 |
124-265 |
|
| R3 |
125-267 |
125-158 |
124-201 |
|
| R2 |
125-035 |
125-035 |
124-180 |
|
| R1 |
124-246 |
124-246 |
124-158 |
124-184 |
| PP |
124-123 |
124-123 |
124-123 |
124-092 |
| S1 |
124-014 |
124-014 |
124-116 |
123-272 |
| S2 |
123-211 |
123-211 |
124-094 |
|
| S3 |
122-299 |
123-102 |
124-073 |
|
| S4 |
122-067 |
122-190 |
124-009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-232 |
124-000 |
0-232 |
0.6% |
0-121 |
0.3% |
59% |
False |
True |
638,620 |
| 10 |
124-232 |
123-310 |
0-242 |
0.6% |
0-090 |
0.2% |
61% |
False |
False |
483,651 |
| 20 |
124-232 |
123-100 |
1-132 |
1.1% |
0-075 |
0.2% |
79% |
False |
False |
248,901 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-056 |
0.1% |
79% |
False |
False |
125,198 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-038 |
0.1% |
81% |
False |
False |
83,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-090 |
|
2.618 |
126-084 |
|
1.618 |
125-204 |
|
1.000 |
125-080 |
|
0.618 |
125-004 |
|
HIGH |
124-200 |
|
0.618 |
124-124 |
|
0.500 |
124-100 |
|
0.382 |
124-076 |
|
LOW |
124-000 |
|
0.618 |
123-196 |
|
1.000 |
123-120 |
|
1.618 |
122-316 |
|
2.618 |
122-116 |
|
4.250 |
121-110 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-125 |
124-128 |
| PP |
124-112 |
124-118 |
| S1 |
124-100 |
124-108 |
|