ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-150 |
124-180 |
0-030 |
0.1% |
124-010 |
High |
124-170 |
124-190 |
0-020 |
0.1% |
124-160 |
Low |
124-140 |
124-170 |
0-030 |
0.1% |
123-290 |
Close |
124-170 |
124-190 |
0-020 |
0.1% |
124-160 |
Range |
0-030 |
0-020 |
-0-010 |
-33.3% |
0-190 |
ATR |
0-057 |
0-054 |
-0-003 |
-4.6% |
0-000 |
Volume |
10,925 |
150 |
-10,775 |
-98.6% |
9,883 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-243 |
124-237 |
124-201 |
|
R3 |
124-223 |
124-217 |
124-196 |
|
R2 |
124-203 |
124-203 |
124-194 |
|
R1 |
124-197 |
124-197 |
124-192 |
124-200 |
PP |
124-183 |
124-183 |
124-183 |
124-185 |
S1 |
124-177 |
124-177 |
124-188 |
124-180 |
S2 |
124-163 |
124-163 |
124-186 |
|
S3 |
124-143 |
124-157 |
124-184 |
|
S4 |
124-123 |
124-137 |
124-179 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-027 |
125-283 |
124-264 |
|
R3 |
125-157 |
125-093 |
124-212 |
|
R2 |
124-287 |
124-287 |
124-195 |
|
R1 |
124-223 |
124-223 |
124-177 |
124-255 |
PP |
124-097 |
124-097 |
124-097 |
124-112 |
S1 |
124-033 |
124-033 |
124-143 |
124-065 |
S2 |
123-227 |
123-227 |
124-125 |
|
S3 |
123-037 |
123-163 |
124-108 |
|
S4 |
122-167 |
122-293 |
124-056 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-275 |
2.618 |
124-242 |
1.618 |
124-222 |
1.000 |
124-210 |
0.618 |
124-202 |
HIGH |
124-190 |
0.618 |
124-182 |
0.500 |
124-180 |
0.382 |
124-178 |
LOW |
124-170 |
0.618 |
124-158 |
1.000 |
124-150 |
1.618 |
124-138 |
2.618 |
124-118 |
4.250 |
124-085 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-187 |
124-182 |
PP |
124-183 |
124-173 |
S1 |
124-180 |
124-165 |
|