ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-102 |
124-065 |
-0-037 |
-0.1% |
124-230 |
| High |
124-120 |
124-152 |
0-032 |
0.1% |
124-232 |
| Low |
124-047 |
123-302 |
-0-065 |
-0.2% |
124-000 |
| Close |
124-060 |
124-130 |
0-070 |
0.2% |
124-137 |
| Range |
0-073 |
0-170 |
0-097 |
132.9% |
0-232 |
| ATR |
0-079 |
0-085 |
0-007 |
8.3% |
0-000 |
| Volume |
558,748 |
861,615 |
302,867 |
54.2% |
2,464,281 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-278 |
125-214 |
124-224 |
|
| R3 |
125-108 |
125-044 |
124-177 |
|
| R2 |
124-258 |
124-258 |
124-161 |
|
| R1 |
124-194 |
124-194 |
124-146 |
124-226 |
| PP |
124-088 |
124-088 |
124-088 |
124-104 |
| S1 |
124-024 |
124-024 |
124-114 |
124-056 |
| S2 |
123-238 |
123-238 |
124-099 |
|
| S3 |
123-068 |
123-174 |
124-083 |
|
| S4 |
122-218 |
123-004 |
124-036 |
|
|
| 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 |
124-200 |
123-302 |
0-218 |
0.5% |
0-112 |
0.3% |
68% |
False |
True |
576,151 |
| 10 |
124-232 |
123-302 |
0-250 |
0.6% |
0-104 |
0.3% |
59% |
False |
True |
568,853 |
| 20 |
124-232 |
123-100 |
1-132 |
1.1% |
0-084 |
0.2% |
77% |
False |
False |
356,864 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-065 |
0.2% |
77% |
False |
False |
179,562 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-044 |
0.1% |
80% |
False |
False |
119,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-234 |
|
2.618 |
125-277 |
|
1.618 |
125-107 |
|
1.000 |
125-002 |
|
0.618 |
124-257 |
|
HIGH |
124-152 |
|
0.618 |
124-087 |
|
0.500 |
124-067 |
|
0.382 |
124-047 |
|
LOW |
123-302 |
|
0.618 |
123-197 |
|
1.000 |
123-132 |
|
1.618 |
123-027 |
|
2.618 |
122-177 |
|
4.250 |
121-220 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-109 |
124-109 |
| PP |
124-088 |
124-088 |
| S1 |
124-067 |
124-067 |
|