ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-025 |
124-052 |
0-027 |
0.1% |
124-127 |
| High |
124-100 |
124-095 |
-0-005 |
0.0% |
124-167 |
| Low |
124-015 |
124-042 |
0-027 |
0.1% |
123-302 |
| Close |
124-055 |
124-070 |
0-015 |
0.0% |
124-037 |
| Range |
0-085 |
0-053 |
-0-032 |
-37.6% |
0-185 |
| ATR |
0-085 |
0-083 |
-0-002 |
-2.7% |
0-000 |
| Volume |
416,608 |
449,219 |
32,611 |
7.8% |
2,948,641 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-228 |
124-202 |
124-099 |
|
| R3 |
124-175 |
124-149 |
124-085 |
|
| R2 |
124-122 |
124-122 |
124-080 |
|
| R1 |
124-096 |
124-096 |
124-075 |
124-109 |
| PP |
124-069 |
124-069 |
124-069 |
124-076 |
| S1 |
124-043 |
124-043 |
124-065 |
124-056 |
| S2 |
124-016 |
124-016 |
124-060 |
|
| S3 |
123-283 |
123-310 |
124-055 |
|
| S4 |
123-230 |
123-257 |
124-041 |
|
|
| 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% |
0-096 |
0.2% |
52% |
False |
False |
567,917 |
| 10 |
124-200 |
123-302 |
0-218 |
0.5% |
0-099 |
0.2% |
40% |
False |
False |
544,963 |
| 20 |
124-232 |
123-190 |
1-042 |
0.9% |
0-089 |
0.2% |
55% |
False |
False |
453,377 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-072 |
0.2% |
64% |
False |
False |
228,954 |
| 60 |
124-232 |
123-100 |
1-132 |
1.1% |
0-049 |
0.1% |
64% |
False |
False |
152,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-000 |
|
2.618 |
124-234 |
|
1.618 |
124-181 |
|
1.000 |
124-148 |
|
0.618 |
124-128 |
|
HIGH |
124-095 |
|
0.618 |
124-075 |
|
0.500 |
124-068 |
|
0.382 |
124-062 |
|
LOW |
124-042 |
|
0.618 |
124-009 |
|
1.000 |
123-309 |
|
1.618 |
123-276 |
|
2.618 |
123-223 |
|
4.250 |
123-137 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-070 |
124-066 |
| PP |
124-069 |
124-062 |
| S1 |
124-068 |
124-058 |
|