ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-000 |
124-072 |
0-072 |
0.2% |
123-310 |
High |
124-085 |
124-087 |
0-002 |
0.0% |
124-027 |
Low |
123-297 |
124-040 |
0-063 |
0.2% |
123-222 |
Close |
124-080 |
124-077 |
-0-003 |
0.0% |
124-017 |
Range |
0-108 |
0-047 |
-0-061 |
-56.5% |
0-125 |
ATR |
0-076 |
0-074 |
-0-002 |
-2.7% |
0-000 |
Volume |
501,066 |
385,269 |
-115,797 |
-23.1% |
2,609,905 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-209 |
124-190 |
124-103 |
|
R3 |
124-162 |
124-143 |
124-090 |
|
R2 |
124-115 |
124-115 |
124-086 |
|
R1 |
124-096 |
124-096 |
124-081 |
124-106 |
PP |
124-068 |
124-068 |
124-068 |
124-073 |
S1 |
124-049 |
124-049 |
124-073 |
124-058 |
S2 |
124-021 |
124-021 |
124-068 |
|
S3 |
123-294 |
124-002 |
124-064 |
|
S4 |
123-247 |
123-275 |
124-051 |
|
|
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 |
124-087 |
123-222 |
0-185 |
0.5% |
0-084 |
0.2% |
95% |
True |
False |
330,173 |
10 |
124-087 |
123-222 |
0-185 |
0.5% |
0-076 |
0.2% |
95% |
True |
False |
431,355 |
20 |
124-217 |
123-222 |
0-315 |
0.8% |
0-073 |
0.2% |
56% |
False |
False |
415,452 |
40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-073 |
0.2% |
51% |
False |
False |
451,986 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-071 |
0.2% |
64% |
False |
False |
372,590 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-062 |
0.2% |
64% |
False |
False |
279,769 |
100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-050 |
0.1% |
68% |
False |
False |
223,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-287 |
2.618 |
124-210 |
1.618 |
124-163 |
1.000 |
124-134 |
0.618 |
124-116 |
HIGH |
124-087 |
0.618 |
124-069 |
0.500 |
124-064 |
0.382 |
124-058 |
LOW |
124-040 |
0.618 |
124-011 |
1.000 |
123-313 |
1.618 |
123-284 |
2.618 |
123-237 |
4.250 |
123-160 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-072 |
124-061 |
PP |
124-068 |
124-045 |
S1 |
124-064 |
124-030 |
|