ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-287 |
123-272 |
-0-015 |
0.0% |
124-157 |
High |
124-005 |
124-012 |
0-007 |
0.0% |
124-167 |
Low |
123-267 |
123-270 |
0-003 |
0.0% |
123-267 |
Close |
123-285 |
124-000 |
0-035 |
0.1% |
124-000 |
Range |
0-058 |
0-062 |
0-004 |
6.9% |
0-220 |
ATR |
0-068 |
0-068 |
0-000 |
-0.7% |
0-000 |
Volume |
601,310 |
523,285 |
-78,025 |
-13.0% |
2,442,576 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-173 |
124-149 |
124-034 |
|
R3 |
124-111 |
124-087 |
124-017 |
|
R2 |
124-049 |
124-049 |
124-011 |
|
R1 |
124-025 |
124-025 |
124-006 |
124-037 |
PP |
123-307 |
123-307 |
123-307 |
123-314 |
S1 |
123-283 |
123-283 |
123-314 |
123-295 |
S2 |
123-245 |
123-245 |
123-309 |
|
S3 |
123-183 |
123-221 |
123-303 |
|
S4 |
123-121 |
123-159 |
123-286 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-058 |
125-249 |
124-121 |
|
R3 |
125-158 |
125-029 |
124-060 |
|
R2 |
124-258 |
124-258 |
124-040 |
|
R1 |
124-129 |
124-129 |
124-020 |
124-084 |
PP |
124-038 |
124-038 |
124-038 |
124-015 |
S1 |
123-229 |
123-229 |
123-300 |
123-184 |
S2 |
123-138 |
123-138 |
123-280 |
|
S3 |
122-238 |
123-009 |
123-260 |
|
S4 |
122-018 |
122-109 |
123-199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-167 |
123-267 |
0-220 |
0.6% |
0-073 |
0.2% |
24% |
False |
False |
488,515 |
10 |
124-217 |
123-267 |
0-270 |
0.7% |
0-068 |
0.2% |
20% |
False |
False |
408,198 |
20 |
124-247 |
123-267 |
0-300 |
0.8% |
0-060 |
0.2% |
18% |
False |
False |
420,191 |
40 |
124-247 |
123-267 |
0-300 |
0.8% |
0-073 |
0.2% |
18% |
False |
False |
460,496 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
47% |
False |
False |
309,787 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-054 |
0.1% |
47% |
False |
False |
232,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-276 |
2.618 |
124-174 |
1.618 |
124-112 |
1.000 |
124-074 |
0.618 |
124-050 |
HIGH |
124-012 |
0.618 |
123-308 |
0.500 |
123-301 |
0.382 |
123-294 |
LOW |
123-270 |
0.618 |
123-232 |
1.000 |
123-208 |
1.618 |
123-170 |
2.618 |
123-108 |
4.250 |
123-006 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-314 |
124-027 |
PP |
123-307 |
124-018 |
S1 |
123-301 |
124-009 |
|