ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-010 |
124-050 |
0-040 |
0.1% |
123-270 |
High |
124-010 |
124-130 |
0-120 |
0.3% |
124-020 |
Low |
123-290 |
124-050 |
0-080 |
0.2% |
123-210 |
Close |
123-290 |
124-110 |
0-140 |
0.4% |
124-000 |
Range |
0-040 |
0-080 |
0-040 |
100.0% |
0-130 |
ATR |
0-054 |
0-062 |
0-008 |
13.9% |
0-000 |
Volume |
2,948 |
180 |
-2,768 |
-93.9% |
1,403 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-017 |
124-303 |
124-154 |
|
R3 |
124-257 |
124-223 |
124-132 |
|
R2 |
124-177 |
124-177 |
124-125 |
|
R1 |
124-143 |
124-143 |
124-117 |
124-160 |
PP |
124-097 |
124-097 |
124-097 |
124-105 |
S1 |
124-063 |
124-063 |
124-103 |
124-080 |
S2 |
124-017 |
124-017 |
124-095 |
|
S3 |
123-257 |
123-303 |
124-088 |
|
S4 |
123-177 |
123-223 |
124-066 |
|
|
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 |
125-150 |
2.618 |
125-019 |
1.618 |
124-259 |
1.000 |
124-210 |
0.618 |
124-179 |
HIGH |
124-130 |
0.618 |
124-099 |
0.500 |
124-090 |
0.382 |
124-081 |
LOW |
124-050 |
0.618 |
124-001 |
1.000 |
123-290 |
1.618 |
123-241 |
2.618 |
123-161 |
4.250 |
123-030 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-103 |
124-090 |
PP |
124-097 |
124-070 |
S1 |
124-090 |
124-050 |
|