ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-055 |
124-087 |
0-032 |
0.1% |
124-030 |
High |
124-090 |
124-137 |
0-047 |
0.1% |
124-090 |
Low |
123-297 |
124-077 |
0-100 |
0.3% |
123-292 |
Close |
124-075 |
124-122 |
0-047 |
0.1% |
124-075 |
Range |
0-113 |
0-060 |
-0-053 |
-46.9% |
0-118 |
ATR |
0-077 |
0-076 |
-0-001 |
-1.4% |
0-000 |
Volume |
447,653 |
361,307 |
-86,346 |
-19.3% |
1,628,014 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-292 |
124-267 |
124-155 |
|
R3 |
124-232 |
124-207 |
124-138 |
|
R2 |
124-172 |
124-172 |
124-133 |
|
R1 |
124-147 |
124-147 |
124-128 |
124-160 |
PP |
124-112 |
124-112 |
124-112 |
124-118 |
S1 |
124-087 |
124-087 |
124-116 |
124-100 |
S2 |
124-052 |
124-052 |
124-111 |
|
S3 |
123-312 |
124-027 |
124-106 |
|
S4 |
123-252 |
123-287 |
124-089 |
|
|
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 |
124-137 |
123-292 |
0-165 |
0.4% |
0-085 |
0.2% |
91% |
True |
False |
365,843 |
10 |
124-137 |
123-222 |
0-235 |
0.6% |
0-081 |
0.2% |
94% |
True |
False |
414,938 |
20 |
124-207 |
123-222 |
0-305 |
0.8% |
0-074 |
0.2% |
72% |
False |
False |
428,594 |
40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-071 |
0.2% |
64% |
False |
False |
444,780 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-073 |
0.2% |
73% |
False |
False |
385,925 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-064 |
0.2% |
73% |
False |
False |
289,880 |
100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-052 |
0.1% |
76% |
False |
False |
231,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-072 |
2.618 |
124-294 |
1.618 |
124-234 |
1.000 |
124-197 |
0.618 |
124-174 |
HIGH |
124-137 |
0.618 |
124-114 |
0.500 |
124-107 |
0.382 |
124-100 |
LOW |
124-077 |
0.618 |
124-040 |
1.000 |
124-017 |
1.618 |
123-300 |
2.618 |
123-240 |
4.250 |
123-142 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-117 |
124-100 |
PP |
124-112 |
124-079 |
S1 |
124-107 |
124-057 |
|