ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-272 |
123-310 |
0-038 |
0.1% |
124-157 |
High |
124-012 |
124-000 |
-0-012 |
0.0% |
124-167 |
Low |
123-270 |
123-257 |
-0-013 |
0.0% |
123-267 |
Close |
124-000 |
123-280 |
-0-040 |
-0.1% |
124-000 |
Range |
0-062 |
0-063 |
0-001 |
1.6% |
0-220 |
ATR |
0-068 |
0-068 |
0-000 |
-0.5% |
0-000 |
Volume |
523,285 |
449,839 |
-73,446 |
-14.0% |
2,442,576 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-155 |
124-120 |
123-315 |
|
R3 |
124-092 |
124-057 |
123-297 |
|
R2 |
124-029 |
124-029 |
123-292 |
|
R1 |
123-314 |
123-314 |
123-286 |
123-300 |
PP |
123-286 |
123-286 |
123-286 |
123-278 |
S1 |
123-251 |
123-251 |
123-274 |
123-237 |
S2 |
123-223 |
123-223 |
123-268 |
|
S3 |
123-160 |
123-188 |
123-263 |
|
S4 |
123-097 |
123-125 |
123-245 |
|
|
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 |
124-165 |
123-257 |
0-228 |
0.6% |
0-078 |
0.2% |
10% |
False |
True |
528,498 |
10 |
124-207 |
123-257 |
0-270 |
0.7% |
0-067 |
0.2% |
9% |
False |
True |
442,249 |
20 |
124-247 |
123-257 |
0-310 |
0.8% |
0-061 |
0.2% |
7% |
False |
True |
422,388 |
40 |
124-247 |
123-257 |
0-310 |
0.8% |
0-073 |
0.2% |
7% |
False |
True |
469,548 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
39% |
False |
False |
317,252 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-055 |
0.1% |
39% |
False |
False |
238,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-268 |
2.618 |
124-165 |
1.618 |
124-102 |
1.000 |
124-063 |
0.618 |
124-039 |
HIGH |
124-000 |
0.618 |
123-296 |
0.500 |
123-288 |
0.382 |
123-281 |
LOW |
123-257 |
0.618 |
123-218 |
1.000 |
123-194 |
1.618 |
123-155 |
2.618 |
123-092 |
4.250 |
122-309 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-288 |
123-294 |
PP |
123-286 |
123-290 |
S1 |
123-283 |
123-285 |
|