ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-087 |
124-110 |
0-023 |
0.1% |
124-030 |
High |
124-137 |
124-122 |
-0-015 |
0.0% |
124-090 |
Low |
124-077 |
124-022 |
-0-055 |
-0.1% |
123-292 |
Close |
124-122 |
124-040 |
-0-082 |
-0.2% |
124-075 |
Range |
0-060 |
0-100 |
0-040 |
66.7% |
0-118 |
ATR |
0-076 |
0-077 |
0-002 |
2.3% |
0-000 |
Volume |
361,307 |
454,358 |
93,051 |
25.8% |
1,628,014 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-041 |
124-301 |
124-095 |
|
R3 |
124-261 |
124-201 |
124-068 |
|
R2 |
124-161 |
124-161 |
124-058 |
|
R1 |
124-101 |
124-101 |
124-049 |
124-081 |
PP |
124-061 |
124-061 |
124-061 |
124-052 |
S1 |
124-001 |
124-001 |
124-031 |
123-301 |
S2 |
123-281 |
123-281 |
124-022 |
|
S3 |
123-181 |
123-221 |
124-012 |
|
S4 |
123-081 |
123-121 |
123-305 |
|
|
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 |
123-297 |
0-160 |
0.4% |
0-086 |
0.2% |
39% |
False |
False |
429,930 |
10 |
124-137 |
123-222 |
0-235 |
0.6% |
0-085 |
0.2% |
59% |
False |
False |
405,764 |
20 |
124-180 |
123-222 |
0-278 |
0.7% |
0-076 |
0.2% |
50% |
False |
False |
432,960 |
40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-072 |
0.2% |
40% |
False |
False |
447,059 |
60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-074 |
0.2% |
56% |
False |
False |
393,417 |
80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-065 |
0.2% |
56% |
False |
False |
295,558 |
100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-053 |
0.1% |
61% |
False |
False |
236,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-227 |
2.618 |
125-064 |
1.618 |
124-284 |
1.000 |
124-222 |
0.618 |
124-184 |
HIGH |
124-122 |
0.618 |
124-084 |
0.500 |
124-072 |
0.382 |
124-060 |
LOW |
124-022 |
0.618 |
123-280 |
1.000 |
123-242 |
1.618 |
123-180 |
2.618 |
123-080 |
4.250 |
122-237 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-072 |
124-057 |
PP |
124-061 |
124-051 |
S1 |
124-051 |
124-046 |
|