ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
124-040 |
124-000 |
-0-040 |
-0.1% |
123-310 |
High |
124-070 |
124-085 |
0-015 |
0.0% |
124-027 |
Low |
123-292 |
123-297 |
0-005 |
0.0% |
123-222 |
Close |
124-000 |
124-080 |
0-080 |
0.2% |
124-017 |
Range |
0-098 |
0-108 |
0-010 |
10.2% |
0-125 |
ATR |
0-073 |
0-076 |
0-002 |
3.4% |
0-000 |
Volume |
133,922 |
501,066 |
367,144 |
274.1% |
2,609,905 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-051 |
125-014 |
124-139 |
|
R3 |
124-263 |
124-226 |
124-110 |
|
R2 |
124-155 |
124-155 |
124-100 |
|
R1 |
124-118 |
124-118 |
124-090 |
124-136 |
PP |
124-047 |
124-047 |
124-047 |
124-057 |
S1 |
124-010 |
124-010 |
124-070 |
124-028 |
S2 |
123-259 |
123-259 |
124-060 |
|
S3 |
123-151 |
123-222 |
124-050 |
|
S4 |
123-043 |
123-114 |
124-021 |
|
|
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 |
124-085 |
123-222 |
0-183 |
0.5% |
0-094 |
0.2% |
97% |
True |
False |
382,220 |
10 |
124-085 |
123-222 |
0-183 |
0.5% |
0-078 |
0.2% |
97% |
True |
False |
452,959 |
20 |
124-247 |
123-222 |
1-025 |
0.9% |
0-073 |
0.2% |
52% |
False |
False |
413,719 |
40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-075 |
0.2% |
52% |
False |
False |
457,127 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-071 |
0.2% |
64% |
False |
False |
366,238 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-062 |
0.2% |
64% |
False |
False |
274,953 |
100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-050 |
0.1% |
68% |
False |
False |
219,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-224 |
2.618 |
125-048 |
1.618 |
124-260 |
1.000 |
124-193 |
0.618 |
124-152 |
HIGH |
124-085 |
0.618 |
124-044 |
0.500 |
124-031 |
0.382 |
124-018 |
LOW |
123-297 |
0.618 |
123-230 |
1.000 |
123-189 |
1.618 |
123-122 |
2.618 |
123-014 |
4.250 |
122-158 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
124-064 |
124-063 |
PP |
124-047 |
124-046 |
S1 |
124-031 |
124-028 |
|