ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
124-060 |
123-220 |
-0-160 |
-0.4% |
124-140 |
High |
124-060 |
123-220 |
-0-160 |
-0.4% |
124-140 |
Low |
124-040 |
123-220 |
-0-140 |
-0.4% |
124-060 |
Close |
124-040 |
123-220 |
-0-140 |
-0.4% |
124-090 |
Range |
0-020 |
0-000 |
-0-020 |
-100.0% |
0-080 |
ATR |
0-035 |
0-042 |
0-008 |
21.7% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-220 |
123-220 |
123-220 |
|
R3 |
123-220 |
123-220 |
123-220 |
|
R2 |
123-220 |
123-220 |
123-220 |
|
R1 |
123-220 |
123-220 |
123-220 |
123-220 |
PP |
123-220 |
123-220 |
123-220 |
123-220 |
S1 |
123-220 |
123-220 |
123-220 |
123-220 |
S2 |
123-220 |
123-220 |
123-220 |
|
S3 |
123-220 |
123-220 |
123-220 |
|
S4 |
123-220 |
123-220 |
123-220 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-017 |
124-293 |
124-134 |
|
R3 |
124-257 |
124-213 |
124-112 |
|
R2 |
124-177 |
124-177 |
124-105 |
|
R1 |
124-133 |
124-133 |
124-097 |
124-115 |
PP |
124-097 |
124-097 |
124-097 |
124-088 |
S1 |
124-053 |
124-053 |
124-083 |
124-035 |
S2 |
124-017 |
124-017 |
124-075 |
|
S3 |
123-257 |
123-293 |
124-068 |
|
S4 |
123-177 |
123-213 |
124-046 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-220 |
2.618 |
123-220 |
1.618 |
123-220 |
1.000 |
123-220 |
0.618 |
123-220 |
HIGH |
123-220 |
0.618 |
123-220 |
0.500 |
123-220 |
0.382 |
123-220 |
LOW |
123-220 |
0.618 |
123-220 |
1.000 |
123-220 |
1.618 |
123-220 |
2.618 |
123-220 |
4.250 |
123-220 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-220 |
123-315 |
PP |
123-220 |
123-283 |
S1 |
123-220 |
123-252 |
|