ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-152 |
124-172 |
0-020 |
0.1% |
124-200 |
| High |
124-175 |
124-180 |
0-005 |
0.0% |
124-247 |
| Low |
124-117 |
124-105 |
-0-012 |
0.0% |
124-135 |
| Close |
124-152 |
124-150 |
-0-002 |
0.0% |
124-147 |
| Range |
0-058 |
0-075 |
0-017 |
29.3% |
0-112 |
| ATR |
0-066 |
0-067 |
0-001 |
1.0% |
0-000 |
| Volume |
366,182 |
452,586 |
86,404 |
23.6% |
1,791,916 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-050 |
125-015 |
124-191 |
|
| R3 |
124-295 |
124-260 |
124-171 |
|
| R2 |
124-220 |
124-220 |
124-164 |
|
| R1 |
124-185 |
124-185 |
124-157 |
124-165 |
| PP |
124-145 |
124-145 |
124-145 |
124-135 |
| S1 |
124-110 |
124-110 |
124-143 |
124-090 |
| S2 |
124-070 |
124-070 |
124-136 |
|
| S3 |
123-315 |
124-035 |
124-129 |
|
| S4 |
123-240 |
123-280 |
124-109 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-192 |
125-122 |
124-209 |
|
| R3 |
125-080 |
125-010 |
124-178 |
|
| R2 |
124-288 |
124-288 |
124-168 |
|
| R1 |
124-218 |
124-218 |
124-157 |
124-197 |
| PP |
124-176 |
124-176 |
124-176 |
124-166 |
| S1 |
124-106 |
124-106 |
124-137 |
124-085 |
| S2 |
124-064 |
124-064 |
124-126 |
|
| S3 |
123-272 |
123-314 |
124-116 |
|
| S4 |
123-160 |
123-202 |
124-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-217 |
124-105 |
0-112 |
0.3% |
0-070 |
0.2% |
40% |
False |
True |
346,386 |
| 10 |
124-247 |
124-105 |
0-142 |
0.4% |
0-058 |
0.1% |
32% |
False |
True |
367,842 |
| 20 |
124-247 |
124-015 |
0-232 |
0.6% |
0-062 |
0.2% |
58% |
False |
False |
431,078 |
| 40 |
124-247 |
123-100 |
1-147 |
1.2% |
0-073 |
0.2% |
79% |
False |
False |
393,971 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-064 |
0.2% |
79% |
False |
False |
263,401 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-049 |
0.1% |
82% |
False |
False |
197,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-179 |
|
2.618 |
125-056 |
|
1.618 |
124-301 |
|
1.000 |
124-255 |
|
0.618 |
124-226 |
|
HIGH |
124-180 |
|
0.618 |
124-151 |
|
0.500 |
124-142 |
|
0.382 |
124-134 |
|
LOW |
124-105 |
|
0.618 |
124-059 |
|
1.000 |
124-030 |
|
1.618 |
123-304 |
|
2.618 |
123-229 |
|
4.250 |
123-106 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-148 |
124-156 |
| PP |
124-145 |
124-154 |
| S1 |
124-142 |
124-152 |
|