ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
123-310 |
123-240 |
-0-070 |
-0.2% |
123-200 |
High |
123-310 |
124-010 |
0-020 |
0.1% |
123-260 |
Low |
123-210 |
123-240 |
0-030 |
0.1% |
123-160 |
Close |
123-250 |
124-010 |
0-080 |
0.2% |
123-260 |
Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-100 |
ATR |
0-053 |
0-055 |
0-003 |
5.1% |
0-000 |
Volume |
38 |
26 |
-12 |
-31.6% |
1,168 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-250 |
124-220 |
124-060 |
|
R3 |
124-160 |
124-130 |
124-035 |
|
R2 |
124-070 |
124-070 |
124-026 |
|
R1 |
124-040 |
124-040 |
124-018 |
124-055 |
PP |
123-300 |
123-300 |
123-300 |
123-308 |
S1 |
123-270 |
123-270 |
124-002 |
123-285 |
S2 |
123-210 |
123-210 |
123-314 |
|
S3 |
123-120 |
123-180 |
123-305 |
|
S4 |
123-030 |
123-090 |
123-280 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-207 |
124-173 |
123-315 |
|
R3 |
124-107 |
124-073 |
123-288 |
|
R2 |
124-007 |
124-007 |
123-278 |
|
R1 |
123-293 |
123-293 |
123-269 |
123-310 |
PP |
123-227 |
123-227 |
123-227 |
123-235 |
S1 |
123-193 |
123-193 |
123-251 |
123-210 |
S2 |
123-127 |
123-127 |
123-242 |
|
S3 |
123-027 |
123-093 |
123-232 |
|
S4 |
122-247 |
122-313 |
123-205 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-072 |
2.618 |
124-246 |
1.618 |
124-156 |
1.000 |
124-100 |
0.618 |
124-066 |
HIGH |
124-010 |
0.618 |
123-296 |
0.500 |
123-285 |
0.382 |
123-274 |
LOW |
123-240 |
0.618 |
123-184 |
1.000 |
123-150 |
1.618 |
123-094 |
2.618 |
123-004 |
4.250 |
122-178 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
123-315 |
123-310 |
PP |
123-300 |
123-290 |
S1 |
123-285 |
123-270 |
|