ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-190 |
124-190 |
0-000 |
0.0% |
124-150 |
High |
124-230 |
124-190 |
-0-040 |
-0.1% |
124-230 |
Low |
124-180 |
124-170 |
-0-010 |
0.0% |
124-140 |
Close |
124-220 |
124-180 |
-0-040 |
-0.1% |
124-220 |
Range |
0-050 |
0-020 |
-0-030 |
-60.0% |
0-090 |
ATR |
0-052 |
0-052 |
0-000 |
-0.3% |
0-000 |
Volume |
17,371 |
48,108 |
30,737 |
176.9% |
54,716 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-240 |
124-230 |
124-191 |
|
R3 |
124-220 |
124-210 |
124-186 |
|
R2 |
124-200 |
124-200 |
124-184 |
|
R1 |
124-190 |
124-190 |
124-182 |
124-185 |
PP |
124-180 |
124-180 |
124-180 |
124-178 |
S1 |
124-170 |
124-170 |
124-178 |
124-165 |
S2 |
124-160 |
124-160 |
124-176 |
|
S3 |
124-140 |
124-150 |
124-174 |
|
S4 |
124-120 |
124-130 |
124-169 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-147 |
125-113 |
124-270 |
|
R3 |
125-057 |
125-023 |
124-245 |
|
R2 |
124-287 |
124-287 |
124-236 |
|
R1 |
124-253 |
124-253 |
124-228 |
124-270 |
PP |
124-197 |
124-197 |
124-197 |
124-205 |
S1 |
124-163 |
124-163 |
124-212 |
124-180 |
S2 |
124-107 |
124-107 |
124-204 |
|
S3 |
124-017 |
124-073 |
124-195 |
|
S4 |
123-247 |
123-303 |
124-170 |
|
|
|
|
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 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-180 |
124-200 |
PP |
124-180 |
124-193 |
S1 |
124-180 |
124-187 |
|