ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-310 |
123-257 |
-0-053 |
-0.1% |
124-157 |
High |
124-000 |
124-002 |
0-002 |
0.0% |
124-167 |
Low |
123-257 |
123-257 |
0-000 |
0.0% |
123-267 |
Close |
123-280 |
123-312 |
0-032 |
0.1% |
124-000 |
Range |
0-063 |
0-065 |
0-002 |
3.2% |
0-220 |
ATR |
0-068 |
0-067 |
0-000 |
-0.3% |
0-000 |
Volume |
449,839 |
546,099 |
96,260 |
21.4% |
2,442,576 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-172 |
124-147 |
124-028 |
|
R3 |
124-107 |
124-082 |
124-010 |
|
R2 |
124-042 |
124-042 |
124-004 |
|
R1 |
124-017 |
124-017 |
123-318 |
124-030 |
PP |
123-297 |
123-297 |
123-297 |
123-303 |
S1 |
123-272 |
123-272 |
123-306 |
123-284 |
S2 |
123-232 |
123-232 |
123-300 |
|
S3 |
123-167 |
123-207 |
123-294 |
|
S4 |
123-102 |
123-142 |
123-276 |
|
|
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 |
124-107 |
123-257 |
0-170 |
0.4% |
0-077 |
0.2% |
32% |
False |
True |
549,067 |
10 |
124-180 |
123-257 |
0-243 |
0.6% |
0-067 |
0.2% |
23% |
False |
True |
460,155 |
20 |
124-247 |
123-257 |
0-310 |
0.8% |
0-061 |
0.2% |
18% |
False |
True |
426,700 |
40 |
124-247 |
123-257 |
0-310 |
0.8% |
0-073 |
0.2% |
18% |
False |
True |
478,074 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
45% |
False |
False |
326,334 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-055 |
0.1% |
45% |
False |
False |
244,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-278 |
2.618 |
124-172 |
1.618 |
124-107 |
1.000 |
124-067 |
0.618 |
124-042 |
HIGH |
124-002 |
0.618 |
123-297 |
0.500 |
123-290 |
0.382 |
123-282 |
LOW |
123-257 |
0.618 |
123-217 |
1.000 |
123-192 |
1.618 |
123-152 |
2.618 |
123-087 |
4.250 |
122-301 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-304 |
123-306 |
PP |
123-297 |
123-300 |
S1 |
123-290 |
123-294 |
|