ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 02-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-072 |
124-055 |
-0-017 |
0.0% |
124-030 |
High |
124-087 |
124-090 |
0-003 |
0.0% |
124-090 |
Low |
124-040 |
123-297 |
-0-063 |
-0.2% |
123-292 |
Close |
124-077 |
124-075 |
-0-002 |
0.0% |
124-075 |
Range |
0-047 |
0-113 |
0-066 |
140.4% |
0-118 |
ATR |
0-074 |
0-077 |
0-003 |
3.8% |
0-000 |
Volume |
385,269 |
447,653 |
62,384 |
16.2% |
1,628,014 |
|
Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-066 |
125-024 |
124-137 |
|
R3 |
124-273 |
124-231 |
124-106 |
|
R2 |
124-160 |
124-160 |
124-096 |
|
R1 |
124-118 |
124-118 |
124-085 |
124-139 |
PP |
124-047 |
124-047 |
124-047 |
124-058 |
S1 |
124-005 |
124-005 |
124-065 |
124-026 |
S2 |
123-254 |
123-254 |
124-054 |
|
S3 |
123-141 |
123-212 |
124-044 |
|
S4 |
123-028 |
123-099 |
124-013 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-080 |
125-035 |
124-140 |
|
R3 |
124-282 |
124-237 |
124-107 |
|
R2 |
124-164 |
124-164 |
124-097 |
|
R1 |
124-119 |
124-119 |
124-086 |
124-142 |
PP |
124-046 |
124-046 |
124-046 |
124-057 |
S1 |
124-001 |
124-001 |
124-064 |
124-024 |
S2 |
123-248 |
123-248 |
124-053 |
|
S3 |
123-130 |
123-203 |
124-043 |
|
S4 |
123-012 |
123-085 |
124-010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-090 |
123-292 |
0-118 |
0.3% |
0-082 |
0.2% |
87% |
True |
False |
325,602 |
10 |
124-090 |
123-222 |
0-188 |
0.5% |
0-082 |
0.2% |
92% |
True |
False |
423,791 |
20 |
124-217 |
123-222 |
0-315 |
0.8% |
0-075 |
0.2% |
55% |
False |
False |
415,995 |
40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-071 |
0.2% |
50% |
False |
False |
445,531 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-072 |
0.2% |
63% |
False |
False |
379,988 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-063 |
0.2% |
63% |
False |
False |
285,365 |
100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-051 |
0.1% |
67% |
False |
False |
228,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-250 |
2.618 |
125-066 |
1.618 |
124-273 |
1.000 |
124-203 |
0.618 |
124-160 |
HIGH |
124-090 |
0.618 |
124-047 |
0.500 |
124-034 |
0.382 |
124-020 |
LOW |
123-297 |
0.618 |
123-227 |
1.000 |
123-184 |
1.618 |
123-114 |
2.618 |
123-001 |
4.250 |
122-137 |
|
|
Fisher Pivots for day following 02-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-061 |
124-061 |
PP |
124-047 |
124-047 |
S1 |
124-034 |
124-034 |
|