ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
124-102 |
123-287 |
-0-135 |
-0.3% |
124-147 |
High |
124-107 |
124-005 |
-0-102 |
-0.3% |
124-217 |
Low |
123-290 |
123-267 |
-0-023 |
-0.1% |
124-105 |
Close |
123-297 |
123-285 |
-0-012 |
0.0% |
124-155 |
Range |
0-137 |
0-058 |
-0-079 |
-57.7% |
0-112 |
ATR |
0-069 |
0-068 |
-0-001 |
-1.2% |
0-000 |
Volume |
624,802 |
601,310 |
-23,492 |
-3.8% |
1,639,413 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-146 |
124-114 |
123-317 |
|
R3 |
124-088 |
124-056 |
123-301 |
|
R2 |
124-030 |
124-030 |
123-296 |
|
R1 |
123-318 |
123-318 |
123-290 |
123-305 |
PP |
123-292 |
123-292 |
123-292 |
123-286 |
S1 |
123-260 |
123-260 |
123-280 |
123-247 |
S2 |
123-234 |
123-234 |
123-274 |
|
S3 |
123-176 |
123-202 |
123-269 |
|
S4 |
123-118 |
123-144 |
123-253 |
|
|
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 |
123-267 |
0-233 |
0.6% |
0-070 |
0.2% |
8% |
False |
True |
452,713 |
10 |
124-217 |
123-267 |
0-270 |
0.7% |
0-070 |
0.2% |
7% |
False |
True |
399,550 |
20 |
124-247 |
123-267 |
0-300 |
0.8% |
0-061 |
0.2% |
6% |
False |
True |
415,930 |
40 |
124-247 |
123-267 |
0-300 |
0.8% |
0-073 |
0.2% |
6% |
False |
True |
448,726 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-069 |
0.2% |
40% |
False |
False |
301,089 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-053 |
0.1% |
40% |
False |
False |
225,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-252 |
2.618 |
124-157 |
1.618 |
124-099 |
1.000 |
124-063 |
0.618 |
124-041 |
HIGH |
124-005 |
0.618 |
123-303 |
0.500 |
123-296 |
0.382 |
123-289 |
LOW |
123-267 |
0.618 |
123-231 |
1.000 |
123-209 |
1.618 |
123-173 |
2.618 |
123-115 |
4.250 |
123-020 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-296 |
124-056 |
PP |
123-292 |
124-026 |
S1 |
123-289 |
123-315 |
|