ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 08-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-050 |
124-090 |
0-040 |
0.1% |
123-270 |
High |
124-130 |
124-150 |
0-020 |
0.1% |
124-020 |
Low |
124-050 |
124-090 |
0-040 |
0.1% |
123-210 |
Close |
124-110 |
124-150 |
0-040 |
0.1% |
124-000 |
Range |
0-080 |
0-060 |
-0-020 |
-25.0% |
0-130 |
ATR |
0-062 |
0-062 |
0-000 |
-0.2% |
0-000 |
Volume |
180 |
4,635 |
4,455 |
2,475.0% |
1,403 |
|
Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-310 |
124-290 |
124-183 |
|
R3 |
124-250 |
124-230 |
124-166 |
|
R2 |
124-190 |
124-190 |
124-161 |
|
R1 |
124-170 |
124-170 |
124-156 |
124-180 |
PP |
124-130 |
124-130 |
124-130 |
124-135 |
S1 |
124-110 |
124-110 |
124-144 |
124-120 |
S2 |
124-070 |
124-070 |
124-139 |
|
S3 |
124-010 |
124-050 |
124-134 |
|
S4 |
123-270 |
123-310 |
124-117 |
|
|
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 |
125-085 |
2.618 |
124-307 |
1.618 |
124-247 |
1.000 |
124-210 |
0.618 |
124-187 |
HIGH |
124-150 |
0.618 |
124-127 |
0.500 |
124-120 |
0.382 |
124-113 |
LOW |
124-090 |
0.618 |
124-053 |
1.000 |
124-030 |
1.618 |
123-313 |
2.618 |
123-253 |
4.250 |
123-155 |
|
|
Fisher Pivots for day following 08-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-140 |
124-120 |
PP |
124-130 |
124-090 |
S1 |
124-120 |
124-060 |
|