ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-210 |
124-225 |
0-015 |
0.0% |
124-087 |
| High |
124-235 |
124-250 |
0-015 |
0.0% |
124-240 |
| Low |
124-195 |
124-205 |
0-010 |
0.0% |
124-022 |
| Close |
124-222 |
124-247 |
0-025 |
0.1% |
124-215 |
| Range |
0-040 |
0-045 |
0-005 |
12.5% |
0-218 |
| ATR |
0-078 |
0-076 |
-0-002 |
-3.0% |
0-000 |
| Volume |
121,846 |
409,879 |
288,033 |
236.4% |
2,575,626 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-049 |
125-033 |
124-272 |
|
| R3 |
125-004 |
124-308 |
124-259 |
|
| R2 |
124-279 |
124-279 |
124-255 |
|
| R1 |
124-263 |
124-263 |
124-251 |
124-271 |
| PP |
124-234 |
124-234 |
124-234 |
124-238 |
| S1 |
124-218 |
124-218 |
124-243 |
124-226 |
| S2 |
124-189 |
124-189 |
124-239 |
|
| S3 |
124-144 |
124-173 |
124-235 |
|
| S4 |
124-099 |
124-128 |
124-222 |
|
|
| 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 |
124-250 |
124-027 |
0-223 |
0.6% |
0-077 |
0.2% |
99% |
True |
False |
458,337 |
| 10 |
124-250 |
123-297 |
0-273 |
0.7% |
0-081 |
0.2% |
99% |
True |
False |
444,133 |
| 20 |
124-250 |
123-222 |
1-028 |
0.9% |
0-081 |
0.2% |
99% |
True |
False |
454,733 |
| 40 |
124-250 |
123-222 |
1-028 |
0.9% |
0-069 |
0.2% |
99% |
True |
False |
430,623 |
| 60 |
124-250 |
123-130 |
1-120 |
1.1% |
0-076 |
0.2% |
99% |
True |
False |
430,998 |
| 80 |
124-250 |
123-100 |
1-150 |
1.2% |
0-070 |
0.2% |
99% |
True |
False |
324,198 |
| 100 |
124-250 |
123-100 |
1-150 |
1.2% |
0-057 |
0.1% |
99% |
True |
False |
259,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-121 |
|
2.618 |
125-048 |
|
1.618 |
125-003 |
|
1.000 |
124-295 |
|
0.618 |
124-278 |
|
HIGH |
124-250 |
|
0.618 |
124-233 |
|
0.500 |
124-228 |
|
0.382 |
124-222 |
|
LOW |
124-205 |
|
0.618 |
124-177 |
|
1.000 |
124-160 |
|
1.618 |
124-132 |
|
2.618 |
124-087 |
|
4.250 |
124-014 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-240 |
124-237 |
| PP |
124-234 |
124-227 |
| S1 |
124-228 |
124-218 |
|