ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-152 |
124-157 |
0-005 |
0.0% |
124-147 |
| High |
124-180 |
124-167 |
-0-013 |
0.0% |
124-217 |
| Low |
124-137 |
124-125 |
-0-012 |
0.0% |
124-105 |
| Close |
124-155 |
124-160 |
0-005 |
0.0% |
124-155 |
| Range |
0-043 |
0-042 |
-0-001 |
-2.3% |
0-112 |
| ATR |
0-065 |
0-063 |
-0-002 |
-2.5% |
0-000 |
| Volume |
344,277 |
249,921 |
-94,356 |
-27.4% |
1,639,413 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-277 |
124-260 |
124-183 |
|
| R3 |
124-235 |
124-218 |
124-172 |
|
| R2 |
124-193 |
124-193 |
124-168 |
|
| R1 |
124-176 |
124-176 |
124-164 |
124-184 |
| PP |
124-151 |
124-151 |
124-151 |
124-155 |
| S1 |
124-134 |
124-134 |
124-156 |
124-142 |
| S2 |
124-109 |
124-109 |
124-152 |
|
| S3 |
124-067 |
124-092 |
124-148 |
|
| S4 |
124-025 |
124-050 |
124-137 |
|
|
| 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 |
124-207 |
124-105 |
0-102 |
0.3% |
0-057 |
0.1% |
54% |
False |
False |
356,000 |
| 10 |
124-247 |
124-105 |
0-142 |
0.4% |
0-056 |
0.1% |
39% |
False |
False |
325,152 |
| 20 |
124-247 |
124-015 |
0-232 |
0.6% |
0-058 |
0.1% |
63% |
False |
False |
405,181 |
| 40 |
124-247 |
123-130 |
1-117 |
1.1% |
0-073 |
0.2% |
80% |
False |
False |
408,246 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-065 |
0.2% |
81% |
False |
False |
273,301 |
| 80 |
124-247 |
123-040 |
1-207 |
1.3% |
0-050 |
0.1% |
83% |
False |
False |
204,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-026 |
|
2.618 |
124-277 |
|
1.618 |
124-235 |
|
1.000 |
124-209 |
|
0.618 |
124-193 |
|
HIGH |
124-167 |
|
0.618 |
124-151 |
|
0.500 |
124-146 |
|
0.382 |
124-141 |
|
LOW |
124-125 |
|
0.618 |
124-099 |
|
1.000 |
124-083 |
|
1.618 |
124-057 |
|
2.618 |
124-015 |
|
4.250 |
123-266 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-155 |
124-154 |
| PP |
124-151 |
124-148 |
| S1 |
124-146 |
124-142 |
|