ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-127 |
124-132 |
0-005 |
0.0% |
124-230 |
| High |
124-167 |
124-150 |
-0-017 |
0.0% |
124-232 |
| Low |
124-102 |
124-100 |
-0-002 |
0.0% |
124-000 |
| Close |
124-110 |
124-105 |
-0-005 |
0.0% |
124-137 |
| Range |
0-065 |
0-050 |
-0-015 |
-23.1% |
0-232 |
| ATR |
0-081 |
0-079 |
-0-002 |
-2.8% |
0-000 |
| Volume |
391,368 |
363,194 |
-28,174 |
-7.2% |
2,464,281 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-268 |
124-237 |
124-132 |
|
| R3 |
124-218 |
124-187 |
124-119 |
|
| R2 |
124-168 |
124-168 |
124-114 |
|
| R1 |
124-137 |
124-137 |
124-110 |
124-128 |
| PP |
124-118 |
124-118 |
124-118 |
124-114 |
| S1 |
124-087 |
124-087 |
124-100 |
124-078 |
| S2 |
124-068 |
124-068 |
124-096 |
|
| S3 |
124-018 |
124-037 |
124-091 |
|
| S4 |
123-288 |
123-307 |
124-078 |
|
|
| 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 |
124-217 |
124-000 |
0-217 |
0.5% |
0-098 |
0.2% |
48% |
False |
False |
506,826 |
| 10 |
124-232 |
124-000 |
0-232 |
0.6% |
0-089 |
0.2% |
45% |
False |
False |
529,823 |
| 20 |
124-232 |
123-100 |
1-132 |
1.1% |
0-080 |
0.2% |
72% |
False |
False |
286,133 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-058 |
0.1% |
72% |
False |
False |
144,058 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-040 |
0.1% |
75% |
False |
False |
96,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-042 |
|
2.618 |
124-281 |
|
1.618 |
124-231 |
|
1.000 |
124-200 |
|
0.618 |
124-181 |
|
HIGH |
124-150 |
|
0.618 |
124-131 |
|
0.500 |
124-125 |
|
0.382 |
124-119 |
|
LOW |
124-100 |
|
0.618 |
124-069 |
|
1.000 |
124-050 |
|
1.618 |
124-019 |
|
2.618 |
123-289 |
|
4.250 |
123-208 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-125 |
124-103 |
| PP |
124-118 |
124-102 |
| S1 |
124-112 |
124-100 |
|