ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-235 |
124-235 |
0-000 |
0.0% |
124-087 |
| High |
124-252 |
124-260 |
0-008 |
0.0% |
124-240 |
| Low |
124-197 |
124-225 |
0-028 |
0.1% |
124-022 |
| Close |
124-245 |
124-247 |
0-002 |
0.0% |
124-215 |
| Range |
0-055 |
0-035 |
-0-020 |
-36.4% |
0-218 |
| ATR |
0-074 |
0-072 |
-0-003 |
-3.8% |
0-000 |
| Volume |
470,565 |
435,522 |
-35,043 |
-7.4% |
2,575,626 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-029 |
125-013 |
124-266 |
|
| R3 |
124-314 |
124-298 |
124-257 |
|
| R2 |
124-279 |
124-279 |
124-253 |
|
| R1 |
124-263 |
124-263 |
124-250 |
124-271 |
| PP |
124-244 |
124-244 |
124-244 |
124-248 |
| S1 |
124-228 |
124-228 |
124-244 |
124-236 |
| S2 |
124-209 |
124-209 |
124-241 |
|
| S3 |
124-174 |
124-193 |
124-237 |
|
| S4 |
124-139 |
124-158 |
124-228 |
|
|
| 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 |
124-260 |
124-185 |
0-075 |
0.2% |
0-046 |
0.1% |
83% |
True |
False |
393,955 |
| 10 |
124-260 |
123-297 |
0-283 |
0.7% |
0-075 |
0.2% |
95% |
True |
False |
446,109 |
| 20 |
124-260 |
123-222 |
1-038 |
0.9% |
0-076 |
0.2% |
96% |
True |
False |
438,732 |
| 40 |
124-260 |
123-222 |
1-038 |
0.9% |
0-068 |
0.2% |
96% |
True |
False |
427,331 |
| 60 |
124-260 |
123-222 |
1-038 |
0.9% |
0-074 |
0.2% |
96% |
True |
False |
445,395 |
| 80 |
124-260 |
123-100 |
1-160 |
1.2% |
0-071 |
0.2% |
97% |
True |
False |
335,499 |
| 100 |
124-260 |
123-100 |
1-160 |
1.2% |
0-058 |
0.1% |
97% |
True |
False |
268,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-089 |
|
2.618 |
125-032 |
|
1.618 |
124-317 |
|
1.000 |
124-295 |
|
0.618 |
124-282 |
|
HIGH |
124-260 |
|
0.618 |
124-247 |
|
0.500 |
124-242 |
|
0.382 |
124-238 |
|
LOW |
124-225 |
|
0.618 |
124-203 |
|
1.000 |
124-190 |
|
1.618 |
124-168 |
|
2.618 |
124-133 |
|
4.250 |
124-076 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-246 |
124-241 |
| PP |
124-244 |
124-235 |
| S1 |
124-242 |
124-228 |
|