ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-242 |
124-185 |
-0-057 |
-0.1% |
124-210 |
| High |
124-247 |
124-205 |
-0-042 |
-0.1% |
124-282 |
| Low |
124-180 |
124-145 |
-0-035 |
-0.1% |
124-195 |
| Close |
124-195 |
124-155 |
-0-040 |
-0.1% |
124-267 |
| Range |
0-067 |
0-060 |
-0-007 |
-10.4% |
0-087 |
| ATR |
0-068 |
0-068 |
-0-001 |
-0.9% |
0-000 |
| Volume |
510,695 |
428,287 |
-82,408 |
-16.1% |
1,967,292 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-028 |
124-312 |
124-188 |
|
| R3 |
124-288 |
124-252 |
124-172 |
|
| R2 |
124-228 |
124-228 |
124-166 |
|
| R1 |
124-192 |
124-192 |
124-160 |
124-180 |
| PP |
124-168 |
124-168 |
124-168 |
124-162 |
| S1 |
124-132 |
124-132 |
124-150 |
124-120 |
| S2 |
124-108 |
124-108 |
124-144 |
|
| S3 |
124-048 |
124-072 |
124-138 |
|
| S4 |
123-308 |
124-012 |
124-122 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-189 |
125-155 |
124-315 |
|
| R3 |
125-102 |
125-068 |
124-291 |
|
| R2 |
125-015 |
125-015 |
124-283 |
|
| R1 |
124-301 |
124-301 |
124-275 |
124-318 |
| PP |
124-248 |
124-248 |
124-248 |
124-256 |
| S1 |
124-214 |
124-214 |
124-259 |
124-231 |
| S2 |
124-161 |
124-161 |
124-251 |
|
| S3 |
124-074 |
124-127 |
124-243 |
|
| S4 |
123-307 |
124-040 |
124-219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-282 |
124-145 |
0-137 |
0.3% |
0-051 |
0.1% |
7% |
False |
True |
444,244 |
| 10 |
124-282 |
124-145 |
0-137 |
0.3% |
0-052 |
0.1% |
7% |
False |
True |
424,294 |
| 20 |
124-282 |
123-222 |
1-060 |
1.0% |
0-074 |
0.2% |
67% |
False |
False |
427,158 |
| 40 |
124-282 |
123-222 |
1-060 |
1.0% |
0-067 |
0.2% |
67% |
False |
False |
425,531 |
| 60 |
124-282 |
123-222 |
1-060 |
1.0% |
0-074 |
0.2% |
67% |
False |
False |
461,629 |
| 80 |
124-282 |
123-100 |
1-182 |
1.3% |
0-071 |
0.2% |
75% |
False |
False |
357,759 |
| 100 |
124-282 |
123-100 |
1-182 |
1.3% |
0-060 |
0.2% |
75% |
False |
False |
286,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-140 |
|
2.618 |
125-042 |
|
1.618 |
124-302 |
|
1.000 |
124-265 |
|
0.618 |
124-242 |
|
HIGH |
124-205 |
|
0.618 |
124-182 |
|
0.500 |
124-175 |
|
0.382 |
124-168 |
|
LOW |
124-145 |
|
0.618 |
124-108 |
|
1.000 |
124-085 |
|
1.618 |
124-048 |
|
2.618 |
123-308 |
|
4.250 |
123-210 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-175 |
124-205 |
| PP |
124-168 |
124-188 |
| S1 |
124-162 |
124-172 |
|