ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-257 |
123-312 |
0-055 |
0.1% |
124-157 |
High |
124-002 |
124-025 |
0-023 |
0.1% |
124-167 |
Low |
123-257 |
123-285 |
0-028 |
0.1% |
123-267 |
Close |
123-312 |
124-015 |
0-023 |
0.1% |
124-000 |
Range |
0-065 |
0-060 |
-0-005 |
-7.7% |
0-220 |
ATR |
0-067 |
0-067 |
-0-001 |
-0.8% |
0-000 |
Volume |
546,099 |
497,957 |
-48,142 |
-8.8% |
2,442,576 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-182 |
124-158 |
124-048 |
|
R3 |
124-122 |
124-098 |
124-032 |
|
R2 |
124-062 |
124-062 |
124-026 |
|
R1 |
124-038 |
124-038 |
124-020 |
124-050 |
PP |
124-002 |
124-002 |
124-002 |
124-008 |
S1 |
123-298 |
123-298 |
124-010 |
123-310 |
S2 |
123-262 |
123-262 |
124-004 |
|
S3 |
123-202 |
123-238 |
123-318 |
|
S4 |
123-142 |
123-178 |
123-302 |
|
|
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 |
124-025 |
123-257 |
0-088 |
0.2% |
0-062 |
0.2% |
89% |
True |
False |
523,698 |
10 |
124-180 |
123-257 |
0-243 |
0.6% |
0-067 |
0.2% |
32% |
False |
False |
473,333 |
20 |
124-247 |
123-257 |
0-310 |
0.8% |
0-060 |
0.2% |
25% |
False |
False |
423,904 |
40 |
124-247 |
123-257 |
0-310 |
0.8% |
0-073 |
0.2% |
25% |
False |
False |
478,865 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
50% |
False |
False |
334,626 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-056 |
0.1% |
50% |
False |
False |
251,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-280 |
2.618 |
124-182 |
1.618 |
124-122 |
1.000 |
124-085 |
0.618 |
124-062 |
HIGH |
124-025 |
0.618 |
124-002 |
0.500 |
123-315 |
0.382 |
123-308 |
LOW |
123-285 |
0.618 |
123-248 |
1.000 |
123-225 |
1.618 |
123-188 |
2.618 |
123-128 |
4.250 |
123-030 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
124-008 |
124-004 |
PP |
124-002 |
123-312 |
S1 |
123-315 |
123-301 |
|