ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 05-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-000 |
124-010 |
0-010 |
0.0% |
123-270 |
High |
124-020 |
124-070 |
0-050 |
0.1% |
124-020 |
Low |
124-000 |
124-010 |
0-010 |
0.0% |
123-210 |
Close |
124-000 |
124-050 |
0-050 |
0.1% |
124-000 |
Range |
0-020 |
0-060 |
0-040 |
200.0% |
0-130 |
ATR |
0-051 |
0-052 |
0-001 |
2.6% |
0-000 |
Volume |
501 |
247 |
-254 |
-50.7% |
1,403 |
|
Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-223 |
124-197 |
124-083 |
|
R3 |
124-163 |
124-137 |
124-066 |
|
R2 |
124-103 |
124-103 |
124-061 |
|
R1 |
124-077 |
124-077 |
124-056 |
124-090 |
PP |
124-043 |
124-043 |
124-043 |
124-050 |
S1 |
124-017 |
124-017 |
124-044 |
124-030 |
S2 |
123-303 |
123-303 |
124-039 |
|
S3 |
123-243 |
123-277 |
124-034 |
|
S4 |
123-183 |
123-217 |
124-017 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-040 |
124-310 |
124-072 |
|
R3 |
124-230 |
124-180 |
124-036 |
|
R2 |
124-100 |
124-100 |
124-024 |
|
R1 |
124-050 |
124-050 |
124-012 |
124-075 |
PP |
123-290 |
123-290 |
123-290 |
123-302 |
S1 |
123-240 |
123-240 |
123-308 |
123-265 |
S2 |
123-160 |
123-160 |
123-296 |
|
S3 |
123-030 |
123-110 |
123-284 |
|
S4 |
122-220 |
122-300 |
123-248 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-005 |
2.618 |
124-227 |
1.618 |
124-167 |
1.000 |
124-130 |
0.618 |
124-107 |
HIGH |
124-070 |
0.618 |
124-047 |
0.500 |
124-040 |
0.382 |
124-033 |
LOW |
124-010 |
0.618 |
123-293 |
1.000 |
123-270 |
1.618 |
123-233 |
2.618 |
123-173 |
4.250 |
123-075 |
|
|
Fisher Pivots for day following 05-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-047 |
124-042 |
PP |
124-043 |
124-033 |
S1 |
124-040 |
124-025 |
|