ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-010 |
124-010 |
0-000 |
0.0% |
123-270 |
High |
124-070 |
124-010 |
-0-060 |
-0.2% |
124-020 |
Low |
124-010 |
123-290 |
-0-040 |
-0.1% |
123-210 |
Close |
124-050 |
123-290 |
-0-080 |
-0.2% |
124-000 |
Range |
0-060 |
0-040 |
-0-020 |
-33.3% |
0-130 |
ATR |
0-052 |
0-054 |
0-002 |
3.8% |
0-000 |
Volume |
247 |
2,948 |
2,701 |
1,093.5% |
1,403 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-103 |
124-077 |
123-312 |
|
R3 |
124-063 |
124-037 |
123-301 |
|
R2 |
124-023 |
124-023 |
123-297 |
|
R1 |
123-317 |
123-317 |
123-294 |
123-310 |
PP |
123-303 |
123-303 |
123-303 |
123-300 |
S1 |
123-277 |
123-277 |
123-286 |
123-270 |
S2 |
123-263 |
123-263 |
123-283 |
|
S3 |
123-223 |
123-237 |
123-279 |
|
S4 |
123-183 |
123-197 |
123-268 |
|
|
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 |
124-180 |
2.618 |
124-115 |
1.618 |
124-075 |
1.000 |
124-050 |
0.618 |
124-035 |
HIGH |
124-010 |
0.618 |
123-315 |
0.500 |
123-310 |
0.382 |
123-305 |
LOW |
123-290 |
0.618 |
123-265 |
1.000 |
123-250 |
1.618 |
123-225 |
2.618 |
123-185 |
4.250 |
123-120 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
123-310 |
124-020 |
PP |
123-303 |
124-003 |
S1 |
123-297 |
123-307 |
|