ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
124-157 |
124-162 |
0-005 |
0.0% |
124-147 |
| High |
124-167 |
124-165 |
-0-002 |
0.0% |
124-217 |
| Low |
124-125 |
124-097 |
-0-028 |
-0.1% |
124-105 |
| Close |
124-160 |
124-110 |
-0-050 |
-0.1% |
124-155 |
| Range |
0-042 |
0-068 |
0-026 |
61.9% |
0-112 |
| ATR |
0-063 |
0-064 |
0-000 |
0.5% |
0-000 |
| Volume |
249,921 |
443,258 |
193,337 |
77.4% |
1,639,413 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-008 |
124-287 |
124-147 |
|
| R3 |
124-260 |
124-219 |
124-129 |
|
| R2 |
124-192 |
124-192 |
124-122 |
|
| R1 |
124-151 |
124-151 |
124-116 |
124-138 |
| PP |
124-124 |
124-124 |
124-124 |
124-117 |
| S1 |
124-083 |
124-083 |
124-104 |
124-070 |
| S2 |
124-056 |
124-056 |
124-098 |
|
| S3 |
123-308 |
124-015 |
124-091 |
|
| S4 |
123-240 |
123-267 |
124-073 |
|
|
| 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 |
124-180 |
124-097 |
0-083 |
0.2% |
0-057 |
0.1% |
16% |
False |
True |
371,244 |
| 10 |
124-247 |
124-097 |
0-150 |
0.4% |
0-059 |
0.1% |
9% |
False |
True |
341,724 |
| 20 |
124-247 |
124-042 |
0-205 |
0.5% |
0-057 |
0.1% |
33% |
False |
False |
406,514 |
| 40 |
124-247 |
123-130 |
1-117 |
1.1% |
0-073 |
0.2% |
69% |
False |
False |
419,130 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-066 |
0.2% |
71% |
False |
False |
280,687 |
| 80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-051 |
0.1% |
71% |
False |
False |
210,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-134 |
|
2.618 |
125-023 |
|
1.618 |
124-275 |
|
1.000 |
124-233 |
|
0.618 |
124-207 |
|
HIGH |
124-165 |
|
0.618 |
124-139 |
|
0.500 |
124-131 |
|
0.382 |
124-123 |
|
LOW |
124-097 |
|
0.618 |
124-055 |
|
1.000 |
124-029 |
|
1.618 |
123-307 |
|
2.618 |
123-239 |
|
4.250 |
123-128 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-131 |
124-138 |
| PP |
124-124 |
124-129 |
| S1 |
124-117 |
124-120 |
|