ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-032 |
124-025 |
-0-007 |
0.0% |
124-127 |
| High |
124-075 |
124-100 |
0-025 |
0.1% |
124-167 |
| Low |
124-020 |
124-015 |
-0-005 |
0.0% |
123-302 |
| Close |
124-032 |
124-055 |
0-023 |
0.1% |
124-037 |
| Range |
0-055 |
0-085 |
0-030 |
54.5% |
0-185 |
| ATR |
0-085 |
0-085 |
0-000 |
0.0% |
0-000 |
| Volume |
338,427 |
416,608 |
78,181 |
23.1% |
2,948,641 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-312 |
124-268 |
124-102 |
|
| R3 |
124-227 |
124-183 |
124-078 |
|
| R2 |
124-142 |
124-142 |
124-071 |
|
| R1 |
124-098 |
124-098 |
124-063 |
124-120 |
| PP |
124-057 |
124-057 |
124-057 |
124-068 |
| S1 |
124-013 |
124-013 |
124-047 |
124-035 |
| S2 |
123-292 |
123-292 |
124-039 |
|
| S3 |
123-207 |
123-248 |
124-032 |
|
| S4 |
123-122 |
123-163 |
124-008 |
|
|
| 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 |
124-152 |
123-302 |
0-170 |
0.4% |
0-100 |
0.3% |
43% |
False |
False |
589,822 |
| 10 |
124-217 |
123-302 |
0-235 |
0.6% |
0-099 |
0.2% |
31% |
False |
False |
548,324 |
| 20 |
124-232 |
123-130 |
1-102 |
1.1% |
0-090 |
0.2% |
58% |
False |
False |
431,746 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-071 |
0.2% |
61% |
False |
False |
217,774 |
| 60 |
124-232 |
123-100 |
1-132 |
1.1% |
0-049 |
0.1% |
61% |
False |
False |
145,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-141 |
|
2.618 |
125-003 |
|
1.618 |
124-238 |
|
1.000 |
124-185 |
|
0.618 |
124-153 |
|
HIGH |
124-100 |
|
0.618 |
124-068 |
|
0.500 |
124-058 |
|
0.382 |
124-047 |
|
LOW |
124-015 |
|
0.618 |
123-282 |
|
1.000 |
123-250 |
|
1.618 |
123-197 |
|
2.618 |
123-112 |
|
4.250 |
122-294 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-058 |
124-078 |
| PP |
124-057 |
124-070 |
| S1 |
124-056 |
124-062 |
|