ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-210 |
123-200 |
-0-010 |
0.0% |
124-060 |
High |
123-250 |
123-200 |
-0-050 |
-0.1% |
124-090 |
Low |
123-210 |
123-200 |
-0-010 |
0.0% |
123-210 |
Close |
123-250 |
123-200 |
-0-050 |
-0.1% |
123-250 |
Range |
0-040 |
0-000 |
-0-040 |
-100.0% |
0-200 |
ATR |
0-043 |
0-044 |
0-000 |
1.1% |
0-000 |
Volume |
33 |
38 |
5 |
15.2% |
41 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-200 |
123-200 |
123-200 |
|
R3 |
123-200 |
123-200 |
123-200 |
|
R2 |
123-200 |
123-200 |
123-200 |
|
R1 |
123-200 |
123-200 |
123-200 |
123-200 |
PP |
123-200 |
123-200 |
123-200 |
123-200 |
S1 |
123-200 |
123-200 |
123-200 |
123-200 |
S2 |
123-200 |
123-200 |
123-200 |
|
S3 |
123-200 |
123-200 |
123-200 |
|
S4 |
123-200 |
123-200 |
123-200 |
|
|
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 |
123-200 |
2.618 |
123-200 |
1.618 |
123-200 |
1.000 |
123-200 |
0.618 |
123-200 |
HIGH |
123-200 |
0.618 |
123-200 |
0.500 |
123-200 |
0.382 |
123-200 |
LOW |
123-200 |
0.618 |
123-200 |
1.000 |
123-200 |
1.618 |
123-200 |
2.618 |
123-200 |
4.250 |
123-200 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-200 |
123-235 |
PP |
123-200 |
123-223 |
S1 |
123-200 |
123-212 |
|