ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-077 |
124-070 |
-0-007 |
0.0% |
124-032 |
| High |
124-130 |
124-125 |
-0-005 |
0.0% |
124-130 |
| Low |
124-062 |
124-052 |
-0-010 |
0.0% |
124-015 |
| Close |
124-070 |
124-110 |
0-040 |
0.1% |
124-110 |
| Range |
0-068 |
0-073 |
0-005 |
7.4% |
0-115 |
| ATR |
0-082 |
0-081 |
-0-001 |
-0.8% |
0-000 |
| Volume |
588,563 |
438,064 |
-150,499 |
-25.6% |
2,230,881 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-315 |
124-285 |
124-150 |
|
| R3 |
124-242 |
124-212 |
124-130 |
|
| R2 |
124-169 |
124-169 |
124-123 |
|
| R1 |
124-139 |
124-139 |
124-117 |
124-154 |
| PP |
124-096 |
124-096 |
124-096 |
124-103 |
| S1 |
124-066 |
124-066 |
124-103 |
124-081 |
| S2 |
124-023 |
124-023 |
124-097 |
|
| S3 |
123-270 |
123-313 |
124-090 |
|
| S4 |
123-197 |
123-240 |
124-070 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-110 |
125-065 |
124-173 |
|
| R3 |
124-315 |
124-270 |
124-142 |
|
| R2 |
124-200 |
124-200 |
124-131 |
|
| R1 |
124-155 |
124-155 |
124-121 |
124-178 |
| PP |
124-085 |
124-085 |
124-085 |
124-096 |
| S1 |
124-040 |
124-040 |
124-099 |
124-062 |
| S2 |
123-290 |
123-290 |
124-089 |
|
| S3 |
123-175 |
123-245 |
124-078 |
|
| S4 |
123-060 |
123-130 |
124-047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-130 |
124-015 |
0-115 |
0.3% |
0-067 |
0.2% |
83% |
False |
False |
446,176 |
| 10 |
124-167 |
123-302 |
0-185 |
0.5% |
0-081 |
0.2% |
69% |
False |
False |
517,952 |
| 20 |
124-232 |
123-302 |
0-250 |
0.6% |
0-085 |
0.2% |
51% |
False |
False |
500,802 |
| 40 |
124-232 |
123-100 |
1-132 |
1.1% |
0-075 |
0.2% |
73% |
False |
False |
254,584 |
| 60 |
124-232 |
123-100 |
1-132 |
1.1% |
0-052 |
0.1% |
73% |
False |
False |
169,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-115 |
|
2.618 |
124-316 |
|
1.618 |
124-243 |
|
1.000 |
124-198 |
|
0.618 |
124-170 |
|
HIGH |
124-125 |
|
0.618 |
124-097 |
|
0.500 |
124-088 |
|
0.382 |
124-080 |
|
LOW |
124-052 |
|
0.618 |
124-007 |
|
1.000 |
123-299 |
|
1.618 |
123-254 |
|
2.618 |
123-181 |
|
4.250 |
123-062 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-103 |
124-102 |
| PP |
124-096 |
124-094 |
| S1 |
124-088 |
124-086 |
|