ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
123-240 |
123-310 |
0-070 |
0.2% |
123-200 |
High |
124-010 |
124-000 |
-0-010 |
0.0% |
123-260 |
Low |
123-240 |
123-300 |
0-060 |
0.2% |
123-160 |
Close |
124-010 |
124-000 |
-0-010 |
0.0% |
123-260 |
Range |
0-090 |
0-020 |
-0-070 |
-77.8% |
0-100 |
ATR |
0-055 |
0-053 |
-0-002 |
-3.3% |
0-000 |
Volume |
26 |
574 |
548 |
2,107.7% |
1,168 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-053 |
124-047 |
124-011 |
|
R3 |
124-033 |
124-027 |
124-006 |
|
R2 |
124-013 |
124-013 |
124-004 |
|
R1 |
124-007 |
124-007 |
124-002 |
124-010 |
PP |
123-313 |
123-313 |
123-313 |
123-315 |
S1 |
123-307 |
123-307 |
123-318 |
123-310 |
S2 |
123-293 |
123-293 |
123-316 |
|
S3 |
123-273 |
123-287 |
123-314 |
|
S4 |
123-253 |
123-267 |
123-309 |
|
|
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 |
124-085 |
2.618 |
124-052 |
1.618 |
124-032 |
1.000 |
124-020 |
0.618 |
124-012 |
HIGH |
124-000 |
0.618 |
123-312 |
0.500 |
123-310 |
0.382 |
123-308 |
LOW |
123-300 |
0.618 |
123-288 |
1.000 |
123-280 |
1.618 |
123-268 |
2.618 |
123-248 |
4.250 |
123-215 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
123-317 |
123-303 |
PP |
123-313 |
123-287 |
S1 |
123-310 |
123-270 |
|