ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-180 |
124-180 |
0-000 |
0.0% |
124-010 |
| High |
124-190 |
124-190 |
0-000 |
0.0% |
124-160 |
| Low |
124-170 |
124-140 |
-0-030 |
-0.1% |
123-290 |
| Close |
124-190 |
124-190 |
0-000 |
0.0% |
124-160 |
| Range |
0-020 |
0-050 |
0-030 |
150.0% |
0-190 |
| ATR |
0-054 |
0-054 |
0-000 |
-0.5% |
0-000 |
| Volume |
150 |
21,487 |
21,337 |
14,224.7% |
9,883 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-003 |
124-307 |
124-218 |
|
| R3 |
124-273 |
124-257 |
124-204 |
|
| R2 |
124-223 |
124-223 |
124-199 |
|
| R1 |
124-207 |
124-207 |
124-195 |
124-215 |
| PP |
124-173 |
124-173 |
124-173 |
124-178 |
| S1 |
124-157 |
124-157 |
124-185 |
124-165 |
| S2 |
124-123 |
124-123 |
124-181 |
|
| S3 |
124-073 |
124-107 |
124-176 |
|
| S4 |
124-023 |
124-057 |
124-162 |
|
|
| 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 |
125-082 |
|
2.618 |
125-001 |
|
1.618 |
124-271 |
|
1.000 |
124-240 |
|
0.618 |
124-221 |
|
HIGH |
124-190 |
|
0.618 |
124-171 |
|
0.500 |
124-165 |
|
0.382 |
124-159 |
|
LOW |
124-140 |
|
0.618 |
124-109 |
|
1.000 |
124-090 |
|
1.618 |
124-059 |
|
2.618 |
124-009 |
|
4.250 |
123-248 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-182 |
124-182 |
| PP |
124-173 |
124-173 |
| S1 |
124-165 |
124-165 |
|