ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-027 |
124-155 |
0-128 |
0.3% |
124-030 |
| High |
124-200 |
124-217 |
0-017 |
0.0% |
124-090 |
| Low |
124-027 |
124-147 |
0-120 |
0.3% |
123-292 |
| Close |
124-177 |
124-205 |
0-028 |
0.1% |
124-075 |
| Range |
0-173 |
0-070 |
-0-103 |
-59.5% |
0-118 |
| ATR |
0-084 |
0-083 |
-0-001 |
-1.2% |
0-000 |
| Volume |
740,532 |
487,466 |
-253,066 |
-34.2% |
1,628,014 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-080 |
125-052 |
124-244 |
|
| R3 |
125-010 |
124-302 |
124-224 |
|
| R2 |
124-260 |
124-260 |
124-218 |
|
| R1 |
124-232 |
124-232 |
124-211 |
124-246 |
| PP |
124-190 |
124-190 |
124-190 |
124-196 |
| S1 |
124-162 |
124-162 |
124-199 |
124-176 |
| S2 |
124-120 |
124-120 |
124-192 |
|
| S3 |
124-050 |
124-092 |
124-186 |
|
| S4 |
123-300 |
124-022 |
124-166 |
|
|
| 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 |
124-217 |
123-297 |
0-240 |
0.6% |
0-103 |
0.3% |
95% |
True |
False |
498,263 |
| 10 |
124-217 |
123-222 |
0-315 |
0.8% |
0-094 |
0.2% |
96% |
True |
False |
414,218 |
| 20 |
124-217 |
123-222 |
0-315 |
0.8% |
0-081 |
0.2% |
96% |
True |
False |
453,421 |
| 40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-072 |
0.2% |
88% |
False |
False |
442,250 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-076 |
0.2% |
91% |
False |
False |
413,788 |
| 80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-068 |
0.2% |
91% |
False |
False |
310,906 |
| 100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-055 |
0.1% |
92% |
False |
False |
248,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-194 |
|
2.618 |
125-080 |
|
1.618 |
125-010 |
|
1.000 |
124-287 |
|
0.618 |
124-260 |
|
HIGH |
124-217 |
|
0.618 |
124-190 |
|
0.500 |
124-182 |
|
0.382 |
124-174 |
|
LOW |
124-147 |
|
0.618 |
124-104 |
|
1.000 |
124-077 |
|
1.618 |
124-034 |
|
2.618 |
123-284 |
|
4.250 |
123-170 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-197 |
124-176 |
| PP |
124-190 |
124-148 |
| S1 |
124-182 |
124-120 |
|