ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-312 |
123-315 |
0-003 |
0.0% |
124-157 |
High |
124-025 |
124-000 |
-0-025 |
-0.1% |
124-167 |
Low |
123-285 |
123-225 |
-0-060 |
-0.2% |
123-267 |
Close |
124-015 |
123-247 |
-0-088 |
-0.2% |
124-000 |
Range |
0-060 |
0-095 |
0-035 |
58.3% |
0-220 |
ATR |
0-067 |
0-070 |
0-003 |
4.6% |
0-000 |
Volume |
497,957 |
645,505 |
147,548 |
29.6% |
2,442,576 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-229 |
124-173 |
123-299 |
|
R3 |
124-134 |
124-078 |
123-273 |
|
R2 |
124-039 |
124-039 |
123-264 |
|
R1 |
123-303 |
123-303 |
123-256 |
123-284 |
PP |
123-264 |
123-264 |
123-264 |
123-254 |
S1 |
123-208 |
123-208 |
123-238 |
123-188 |
S2 |
123-169 |
123-169 |
123-230 |
|
S3 |
123-074 |
123-113 |
123-221 |
|
S4 |
122-299 |
123-018 |
123-195 |
|
|
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 |
123-225 |
0-120 |
0.3% |
0-069 |
0.2% |
18% |
False |
True |
532,537 |
10 |
124-180 |
123-225 |
0-275 |
0.7% |
0-069 |
0.2% |
8% |
False |
True |
492,625 |
20 |
124-247 |
123-225 |
1-022 |
0.9% |
0-064 |
0.2% |
6% |
False |
True |
430,233 |
40 |
124-247 |
123-225 |
1-022 |
0.9% |
0-074 |
0.2% |
6% |
False |
True |
480,909 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
31% |
False |
False |
345,344 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-057 |
0.1% |
31% |
False |
False |
259,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-084 |
2.618 |
124-249 |
1.618 |
124-154 |
1.000 |
124-095 |
0.618 |
124-059 |
HIGH |
124-000 |
0.618 |
123-284 |
0.500 |
123-272 |
0.382 |
123-261 |
LOW |
123-225 |
0.618 |
123-166 |
1.000 |
123-130 |
1.618 |
123-071 |
2.618 |
122-296 |
4.250 |
122-141 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-272 |
123-285 |
PP |
123-264 |
123-272 |
S1 |
123-256 |
123-260 |
|