ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-207 |
124-210 |
0-003 |
0.0% |
124-087 |
| High |
124-240 |
124-235 |
-0-005 |
0.0% |
124-240 |
| Low |
124-185 |
124-195 |
0-010 |
0.0% |
124-022 |
| Close |
124-215 |
124-222 |
0-007 |
0.0% |
124-215 |
| Range |
0-055 |
0-040 |
-0-015 |
-27.3% |
0-218 |
| ATR |
0-081 |
0-078 |
-0-003 |
-3.6% |
0-000 |
| Volume |
531,963 |
121,846 |
-410,117 |
-77.1% |
2,575,626 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-017 |
125-000 |
124-244 |
|
| R3 |
124-297 |
124-280 |
124-233 |
|
| R2 |
124-257 |
124-257 |
124-229 |
|
| R1 |
124-240 |
124-240 |
124-226 |
124-248 |
| PP |
124-217 |
124-217 |
124-217 |
124-222 |
| S1 |
124-200 |
124-200 |
124-218 |
124-208 |
| S2 |
124-177 |
124-177 |
124-215 |
|
| S3 |
124-137 |
124-160 |
124-211 |
|
| S4 |
124-097 |
124-120 |
124-200 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-173 |
126-092 |
125-015 |
|
| R3 |
125-275 |
125-194 |
124-275 |
|
| R2 |
125-057 |
125-057 |
124-255 |
|
| R1 |
124-296 |
124-296 |
124-235 |
125-016 |
| PP |
124-159 |
124-159 |
124-159 |
124-179 |
| S1 |
124-078 |
124-078 |
124-195 |
124-118 |
| S2 |
123-261 |
123-261 |
124-175 |
|
| S3 |
123-043 |
123-180 |
124-155 |
|
| S4 |
122-145 |
122-282 |
124-095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-240 |
124-022 |
0-218 |
0.5% |
0-088 |
0.2% |
92% |
False |
False |
467,233 |
| 10 |
124-240 |
123-292 |
0-268 |
0.7% |
0-086 |
0.2% |
93% |
False |
False |
416,538 |
| 20 |
124-240 |
123-222 |
1-018 |
0.8% |
0-082 |
0.2% |
95% |
False |
False |
456,402 |
| 40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-070 |
0.2% |
93% |
False |
False |
430,792 |
| 60 |
124-247 |
123-130 |
1-117 |
1.1% |
0-076 |
0.2% |
94% |
False |
False |
424,298 |
| 80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-069 |
0.2% |
95% |
False |
False |
319,076 |
| 100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-056 |
0.1% |
95% |
False |
False |
255,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-085 |
|
2.618 |
125-020 |
|
1.618 |
124-300 |
|
1.000 |
124-275 |
|
0.618 |
124-260 |
|
HIGH |
124-235 |
|
0.618 |
124-220 |
|
0.500 |
124-215 |
|
0.382 |
124-210 |
|
LOW |
124-195 |
|
0.618 |
124-170 |
|
1.000 |
124-155 |
|
1.618 |
124-130 |
|
2.618 |
124-090 |
|
4.250 |
124-025 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-220 |
124-212 |
| PP |
124-217 |
124-203 |
| S1 |
124-215 |
124-194 |
|