ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
124-195 |
124-190 |
-0-005 |
0.0% |
124-102 |
| High |
124-202 |
124-240 |
0-038 |
0.1% |
124-240 |
| Low |
124-170 |
124-180 |
0-010 |
0.0% |
124-095 |
| Close |
124-192 |
124-202 |
0-010 |
0.0% |
124-202 |
| Range |
0-032 |
0-060 |
0-028 |
87.5% |
0-145 |
| ATR |
0-074 |
0-073 |
-0-001 |
-1.4% |
0-000 |
| Volume |
518,910 |
591,370 |
72,460 |
14.0% |
2,529,930 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-067 |
125-035 |
124-235 |
|
| R3 |
125-007 |
124-295 |
124-218 |
|
| R2 |
124-267 |
124-267 |
124-213 |
|
| R1 |
124-235 |
124-235 |
124-208 |
124-251 |
| PP |
124-207 |
124-207 |
124-207 |
124-216 |
| S1 |
124-175 |
124-175 |
124-196 |
124-191 |
| S2 |
124-147 |
124-147 |
124-191 |
|
| S3 |
124-087 |
124-115 |
124-186 |
|
| S4 |
124-027 |
124-055 |
124-169 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-294 |
125-233 |
124-282 |
|
| R3 |
125-149 |
125-088 |
124-242 |
|
| R2 |
125-004 |
125-004 |
124-229 |
|
| R1 |
124-263 |
124-263 |
124-215 |
124-294 |
| PP |
124-179 |
124-179 |
124-179 |
124-194 |
| S1 |
124-118 |
124-118 |
124-189 |
124-148 |
| S2 |
124-034 |
124-034 |
124-175 |
|
| S3 |
123-209 |
123-293 |
124-162 |
|
| S4 |
123-064 |
123-148 |
124-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-240 |
124-095 |
0-145 |
0.4% |
0-055 |
0.1% |
74% |
True |
False |
505,986 |
| 10 |
124-240 |
124-015 |
0-225 |
0.6% |
0-061 |
0.2% |
83% |
True |
False |
476,081 |
| 20 |
124-240 |
123-302 |
0-258 |
0.6% |
0-084 |
0.2% |
85% |
True |
False |
545,127 |
| 40 |
124-240 |
123-100 |
1-140 |
1.2% |
0-072 |
0.2% |
92% |
True |
False |
317,579 |
| 60 |
124-240 |
123-100 |
1-140 |
1.2% |
0-056 |
0.1% |
92% |
True |
False |
211,957 |
| 80 |
124-240 |
123-040 |
1-200 |
1.3% |
0-042 |
0.1% |
93% |
True |
False |
158,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-175 |
|
2.618 |
125-077 |
|
1.618 |
125-017 |
|
1.000 |
124-300 |
|
0.618 |
124-277 |
|
HIGH |
124-240 |
|
0.618 |
124-217 |
|
0.500 |
124-210 |
|
0.382 |
124-203 |
|
LOW |
124-180 |
|
0.618 |
124-143 |
|
1.000 |
124-120 |
|
1.618 |
124-083 |
|
2.618 |
124-023 |
|
4.250 |
123-245 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-210 |
124-197 |
| PP |
124-207 |
124-192 |
| S1 |
124-205 |
124-188 |
|