ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-270 |
123-210 |
-0-060 |
-0.2% |
124-060 |
High |
123-270 |
123-250 |
-0-020 |
-0.1% |
124-090 |
Low |
123-210 |
123-210 |
0-000 |
0.0% |
123-210 |
Close |
123-210 |
123-250 |
0-040 |
0.1% |
123-250 |
Range |
0-060 |
0-040 |
-0-020 |
-33.3% |
0-200 |
ATR |
0-043 |
0-043 |
0-000 |
-0.6% |
0-000 |
Volume |
2 |
33 |
31 |
1,550.0% |
41 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-037 |
124-023 |
123-272 |
|
R3 |
123-317 |
123-303 |
123-261 |
|
R2 |
123-277 |
123-277 |
123-257 |
|
R1 |
123-263 |
123-263 |
123-254 |
123-270 |
PP |
123-237 |
123-237 |
123-237 |
123-240 |
S1 |
123-223 |
123-223 |
123-246 |
123-230 |
S2 |
123-197 |
123-197 |
123-243 |
|
S3 |
123-157 |
123-183 |
123-239 |
|
S4 |
123-117 |
123-143 |
123-228 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-250 |
125-130 |
124-040 |
|
R3 |
125-050 |
124-250 |
123-305 |
|
R2 |
124-170 |
124-170 |
123-287 |
|
R1 |
124-050 |
124-050 |
123-268 |
124-010 |
PP |
123-290 |
123-290 |
123-290 |
123-270 |
S1 |
123-170 |
123-170 |
123-232 |
123-130 |
S2 |
123-090 |
123-090 |
123-213 |
|
S3 |
122-210 |
122-290 |
123-195 |
|
S4 |
122-010 |
122-090 |
123-140 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-100 |
2.618 |
124-035 |
1.618 |
123-315 |
1.000 |
123-290 |
0.618 |
123-275 |
HIGH |
123-250 |
0.618 |
123-235 |
0.500 |
123-230 |
0.382 |
123-225 |
LOW |
123-210 |
0.618 |
123-185 |
1.000 |
123-170 |
1.618 |
123-145 |
2.618 |
123-105 |
4.250 |
123-040 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-243 |
123-247 |
PP |
123-237 |
123-243 |
S1 |
123-230 |
123-240 |
|