ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 30-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
124-030 |
124-040 |
0-010 |
0.0% |
123-310 |
High |
124-052 |
124-070 |
0-018 |
0.0% |
124-027 |
Low |
124-010 |
123-292 |
-0-038 |
-0.1% |
123-222 |
Close |
124-040 |
124-000 |
-0-040 |
-0.1% |
124-017 |
Range |
0-042 |
0-098 |
0-056 |
133.3% |
0-125 |
ATR |
0-072 |
0-073 |
0-002 |
2.6% |
0-000 |
Volume |
160,104 |
133,922 |
-26,182 |
-16.4% |
2,609,905 |
|
Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-308 |
124-252 |
124-054 |
|
R3 |
124-210 |
124-154 |
124-027 |
|
R2 |
124-112 |
124-112 |
124-018 |
|
R1 |
124-056 |
124-056 |
124-009 |
124-035 |
PP |
124-014 |
124-014 |
124-014 |
124-004 |
S1 |
123-278 |
123-278 |
123-311 |
123-257 |
S2 |
123-236 |
123-236 |
123-302 |
|
S3 |
123-138 |
123-180 |
123-293 |
|
S4 |
123-040 |
123-082 |
123-266 |
|
|
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 |
124-070 |
123-222 |
0-168 |
0.4% |
0-084 |
0.2% |
58% |
True |
False |
381,598 |
10 |
124-107 |
123-222 |
0-205 |
0.5% |
0-080 |
0.2% |
48% |
False |
False |
465,332 |
20 |
124-247 |
123-222 |
1-025 |
0.9% |
0-070 |
0.2% |
28% |
False |
False |
403,528 |
40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-073 |
0.2% |
28% |
False |
False |
456,671 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-070 |
0.2% |
47% |
False |
False |
357,946 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-061 |
0.2% |
47% |
False |
False |
268,690 |
100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-049 |
0.1% |
53% |
False |
False |
214,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-166 |
2.618 |
125-007 |
1.618 |
124-229 |
1.000 |
124-168 |
0.618 |
124-131 |
HIGH |
124-070 |
0.618 |
124-033 |
0.500 |
124-021 |
0.382 |
124-009 |
LOW |
123-292 |
0.618 |
123-231 |
1.000 |
123-194 |
1.618 |
123-133 |
2.618 |
123-035 |
4.250 |
122-196 |
|
|
Fisher Pivots for day following 30-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
124-021 |
123-315 |
PP |
124-014 |
123-311 |
S1 |
124-007 |
123-306 |
|