ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 26-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-315 |
123-237 |
-0-078 |
-0.2% |
123-310 |
High |
124-000 |
124-027 |
0-027 |
0.1% |
124-027 |
Low |
123-225 |
123-222 |
-0-003 |
0.0% |
123-222 |
Close |
123-247 |
124-017 |
0-090 |
0.2% |
124-017 |
Range |
0-095 |
0-125 |
0-030 |
31.6% |
0-125 |
ATR |
0-070 |
0-074 |
0-004 |
5.6% |
0-000 |
Volume |
645,505 |
470,505 |
-175,000 |
-27.1% |
2,609,905 |
|
Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-037 |
124-312 |
124-086 |
|
R3 |
124-232 |
124-187 |
124-051 |
|
R2 |
124-107 |
124-107 |
124-040 |
|
R1 |
124-062 |
124-062 |
124-028 |
124-084 |
PP |
123-302 |
123-302 |
123-302 |
123-313 |
S1 |
123-257 |
123-257 |
124-006 |
123-280 |
S2 |
123-177 |
123-177 |
123-314 |
|
S3 |
123-052 |
123-132 |
123-303 |
|
S4 |
122-247 |
123-007 |
123-268 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-037 |
124-312 |
124-086 |
|
R3 |
124-232 |
124-187 |
124-051 |
|
R2 |
124-107 |
124-107 |
124-040 |
|
R1 |
124-062 |
124-062 |
124-028 |
124-084 |
PP |
123-302 |
123-302 |
123-302 |
123-313 |
S1 |
123-257 |
123-257 |
124-006 |
123-280 |
S2 |
123-177 |
123-177 |
123-314 |
|
S3 |
123-052 |
123-132 |
123-303 |
|
S4 |
122-247 |
123-007 |
123-268 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-027 |
123-222 |
0-125 |
0.3% |
0-082 |
0.2% |
92% |
True |
True |
521,981 |
10 |
124-167 |
123-222 |
0-265 |
0.7% |
0-078 |
0.2% |
43% |
False |
True |
505,248 |
20 |
124-247 |
123-222 |
1-025 |
0.9% |
0-067 |
0.2% |
33% |
False |
True |
424,190 |
40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-076 |
0.2% |
33% |
False |
True |
484,659 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
51% |
False |
False |
353,116 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-059 |
0.1% |
51% |
False |
False |
265,015 |
100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-047 |
0.1% |
56% |
False |
False |
212,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-238 |
2.618 |
125-034 |
1.618 |
124-229 |
1.000 |
124-152 |
0.618 |
124-104 |
HIGH |
124-027 |
0.618 |
123-299 |
0.500 |
123-284 |
0.382 |
123-270 |
LOW |
123-222 |
0.618 |
123-145 |
1.000 |
123-097 |
1.618 |
123-020 |
2.618 |
122-215 |
4.250 |
122-011 |
|
|
Fisher Pivots for day following 26-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
124-000 |
124-000 |
PP |
123-302 |
123-302 |
S1 |
123-284 |
123-284 |
|