ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-065 |
124-140 |
0-075 |
0.2% |
124-127 |
| High |
124-152 |
124-140 |
-0-012 |
0.0% |
124-167 |
| Low |
123-302 |
124-022 |
0-040 |
0.1% |
123-302 |
| Close |
124-130 |
124-037 |
-0-093 |
-0.2% |
124-037 |
| Range |
0-170 |
0-118 |
-0-052 |
-30.6% |
0-185 |
| ATR |
0-085 |
0-088 |
0-002 |
2.7% |
0-000 |
| Volume |
861,615 |
773,716 |
-87,899 |
-10.2% |
2,948,641 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-100 |
125-027 |
124-102 |
|
| R3 |
124-302 |
124-229 |
124-069 |
|
| R2 |
124-184 |
124-184 |
124-059 |
|
| R1 |
124-111 |
124-111 |
124-048 |
124-088 |
| PP |
124-066 |
124-066 |
124-066 |
124-055 |
| S1 |
123-313 |
123-313 |
124-026 |
123-290 |
| S2 |
123-268 |
123-268 |
124-015 |
|
| S3 |
123-150 |
123-195 |
124-005 |
|
| S4 |
123-032 |
123-077 |
123-292 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-297 |
125-192 |
124-139 |
|
| R3 |
125-112 |
125-007 |
124-088 |
|
| R2 |
124-247 |
124-247 |
124-071 |
|
| R1 |
124-142 |
124-142 |
124-054 |
124-102 |
| PP |
124-062 |
124-062 |
124-062 |
124-042 |
| S1 |
123-277 |
123-277 |
124-020 |
123-237 |
| S2 |
123-197 |
123-197 |
124-003 |
|
| S3 |
123-012 |
123-092 |
123-306 |
|
| S4 |
122-147 |
122-227 |
123-255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-167 |
123-302 |
0-185 |
0.5% |
0-095 |
0.2% |
30% |
False |
False |
589,728 |
| 10 |
124-232 |
123-302 |
0-250 |
0.6% |
0-108 |
0.3% |
22% |
False |
False |
614,174 |
| 20 |
124-232 |
123-130 |
1-102 |
1.1% |
0-087 |
0.2% |
54% |
False |
False |
394,895 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-068 |
0.2% |
57% |
False |
False |
198,902 |
| 60 |
124-232 |
123-040 |
1-192 |
1.3% |
0-046 |
0.1% |
62% |
False |
False |
132,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-002 |
|
2.618 |
125-129 |
|
1.618 |
125-011 |
|
1.000 |
124-258 |
|
0.618 |
124-213 |
|
HIGH |
124-140 |
|
0.618 |
124-095 |
|
0.500 |
124-081 |
|
0.382 |
124-067 |
|
LOW |
124-022 |
|
0.618 |
123-269 |
|
1.000 |
123-224 |
|
1.618 |
123-151 |
|
2.618 |
123-033 |
|
4.250 |
122-160 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-081 |
124-067 |
| PP |
124-066 |
124-057 |
| S1 |
124-052 |
124-047 |
|