ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-172 |
124-152 |
-0-020 |
-0.1% |
124-147 |
| High |
124-180 |
124-180 |
0-000 |
0.0% |
124-217 |
| Low |
124-105 |
124-137 |
0-032 |
0.1% |
124-105 |
| Close |
124-150 |
124-155 |
0-005 |
0.0% |
124-155 |
| Range |
0-075 |
0-043 |
-0-032 |
-42.7% |
0-112 |
| ATR |
0-067 |
0-065 |
-0-002 |
-2.5% |
0-000 |
| Volume |
452,586 |
344,277 |
-108,309 |
-23.9% |
1,639,413 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-286 |
124-264 |
124-179 |
|
| R3 |
124-243 |
124-221 |
124-167 |
|
| R2 |
124-200 |
124-200 |
124-163 |
|
| R1 |
124-178 |
124-178 |
124-159 |
124-189 |
| PP |
124-157 |
124-157 |
124-157 |
124-163 |
| S1 |
124-135 |
124-135 |
124-151 |
124-146 |
| S2 |
124-114 |
124-114 |
124-147 |
|
| S3 |
124-071 |
124-092 |
124-143 |
|
| S4 |
124-028 |
124-049 |
124-131 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-175 |
125-117 |
124-217 |
|
| R3 |
125-063 |
125-005 |
124-186 |
|
| R2 |
124-271 |
124-271 |
124-176 |
|
| R1 |
124-213 |
124-213 |
124-165 |
124-242 |
| PP |
124-159 |
124-159 |
124-159 |
124-174 |
| S1 |
124-101 |
124-101 |
124-145 |
124-130 |
| S2 |
124-047 |
124-047 |
124-134 |
|
| S3 |
123-255 |
123-309 |
124-124 |
|
| S4 |
123-143 |
123-197 |
124-093 |
|
|
| 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% |
0-063 |
0.2% |
45% |
False |
False |
327,882 |
| 10 |
124-247 |
124-105 |
0-142 |
0.4% |
0-056 |
0.1% |
35% |
False |
False |
343,132 |
| 20 |
124-247 |
124-015 |
0-232 |
0.6% |
0-058 |
0.1% |
60% |
False |
False |
409,607 |
| 40 |
124-247 |
123-130 |
1-117 |
1.1% |
0-073 |
0.2% |
79% |
False |
False |
402,251 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-065 |
0.2% |
80% |
False |
False |
269,137 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-049 |
0.1% |
83% |
False |
False |
201,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-043 |
|
2.618 |
124-293 |
|
1.618 |
124-250 |
|
1.000 |
124-223 |
|
0.618 |
124-207 |
|
HIGH |
124-180 |
|
0.618 |
124-164 |
|
0.500 |
124-158 |
|
0.382 |
124-153 |
|
LOW |
124-137 |
|
0.618 |
124-110 |
|
1.000 |
124-094 |
|
1.618 |
124-067 |
|
2.618 |
124-024 |
|
4.250 |
123-274 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-158 |
124-151 |
| PP |
124-157 |
124-147 |
| S1 |
124-156 |
124-142 |
|