ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-225 |
124-235 |
0-010 |
0.0% |
124-087 |
| High |
124-250 |
124-252 |
0-002 |
0.0% |
124-240 |
| Low |
124-205 |
124-197 |
-0-008 |
0.0% |
124-022 |
| Close |
124-247 |
124-245 |
-0-002 |
0.0% |
124-215 |
| Range |
0-045 |
0-055 |
0-010 |
22.2% |
0-218 |
| ATR |
0-076 |
0-074 |
-0-001 |
-2.0% |
0-000 |
| Volume |
409,879 |
470,565 |
60,686 |
14.8% |
2,575,626 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-076 |
125-056 |
124-275 |
|
| R3 |
125-021 |
125-001 |
124-260 |
|
| R2 |
124-286 |
124-286 |
124-255 |
|
| R1 |
124-266 |
124-266 |
124-250 |
124-276 |
| PP |
124-231 |
124-231 |
124-231 |
124-236 |
| S1 |
124-211 |
124-211 |
124-240 |
124-221 |
| S2 |
124-176 |
124-176 |
124-235 |
|
| S3 |
124-121 |
124-156 |
124-230 |
|
| S4 |
124-066 |
124-101 |
124-215 |
|
|
| 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 |
124-252 |
124-147 |
0-105 |
0.3% |
0-053 |
0.1% |
93% |
True |
False |
404,343 |
| 10 |
124-252 |
123-297 |
0-275 |
0.7% |
0-076 |
0.2% |
97% |
True |
False |
441,083 |
| 20 |
124-252 |
123-222 |
1-030 |
0.9% |
0-077 |
0.2% |
98% |
True |
False |
447,021 |
| 40 |
124-252 |
123-222 |
1-030 |
0.9% |
0-069 |
0.2% |
98% |
True |
False |
431,157 |
| 60 |
124-252 |
123-190 |
1-062 |
1.0% |
0-076 |
0.2% |
98% |
True |
False |
438,564 |
| 80 |
124-252 |
123-100 |
1-152 |
1.2% |
0-070 |
0.2% |
99% |
True |
False |
330,055 |
| 100 |
124-252 |
123-100 |
1-152 |
1.2% |
0-057 |
0.1% |
99% |
True |
False |
264,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-166 |
|
2.618 |
125-076 |
|
1.618 |
125-021 |
|
1.000 |
124-307 |
|
0.618 |
124-286 |
|
HIGH |
124-252 |
|
0.618 |
124-231 |
|
0.500 |
124-224 |
|
0.382 |
124-218 |
|
LOW |
124-197 |
|
0.618 |
124-163 |
|
1.000 |
124-142 |
|
1.618 |
124-108 |
|
2.618 |
124-053 |
|
4.250 |
123-283 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-238 |
124-238 |
| PP |
124-231 |
124-231 |
| S1 |
124-224 |
124-224 |
|