ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-065 |
124-127 |
0-062 |
0.2% |
124-230 |
| High |
124-200 |
124-167 |
-0-033 |
-0.1% |
124-232 |
| Low |
124-000 |
124-102 |
0-102 |
0.3% |
124-000 |
| Close |
124-137 |
124-110 |
-0-027 |
-0.1% |
124-137 |
| Range |
0-200 |
0-065 |
-0-135 |
-67.5% |
0-232 |
| ATR |
0-083 |
0-081 |
-0-001 |
-1.5% |
0-000 |
| Volume |
705,831 |
391,368 |
-314,463 |
-44.6% |
2,464,281 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-001 |
124-281 |
124-146 |
|
| R3 |
124-256 |
124-216 |
124-128 |
|
| R2 |
124-191 |
124-191 |
124-122 |
|
| R1 |
124-151 |
124-151 |
124-116 |
124-138 |
| PP |
124-126 |
124-126 |
124-126 |
124-120 |
| S1 |
124-086 |
124-086 |
124-104 |
124-074 |
| S2 |
124-061 |
124-061 |
124-098 |
|
| S3 |
123-316 |
124-021 |
124-092 |
|
| S4 |
123-251 |
123-276 |
124-074 |
|
|
| 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% |
0-102 |
0.3% |
47% |
False |
False |
571,129 |
| 10 |
124-232 |
123-310 |
0-242 |
0.6% |
0-090 |
0.2% |
50% |
False |
False |
514,010 |
| 20 |
124-232 |
123-100 |
1-132 |
1.1% |
0-078 |
0.2% |
73% |
False |
False |
268,214 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-057 |
0.1% |
73% |
False |
False |
134,980 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-039 |
0.1% |
76% |
False |
False |
89,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-123 |
|
2.618 |
125-017 |
|
1.618 |
124-272 |
|
1.000 |
124-232 |
|
0.618 |
124-207 |
|
HIGH |
124-167 |
|
0.618 |
124-142 |
|
0.500 |
124-134 |
|
0.382 |
124-127 |
|
LOW |
124-102 |
|
0.618 |
124-062 |
|
1.000 |
124-037 |
|
1.618 |
123-317 |
|
2.618 |
123-252 |
|
4.250 |
123-146 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-134 |
124-107 |
| PP |
124-126 |
124-103 |
| S1 |
124-118 |
124-100 |
|