ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 23-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-125 |
124-095 |
-0-030 |
-0.1% |
124-190 |
High |
124-147 |
124-112 |
-0-035 |
-0.1% |
124-190 |
Low |
124-087 |
124-085 |
-0-002 |
0.0% |
124-085 |
Close |
124-095 |
124-090 |
-0-005 |
0.0% |
124-090 |
Range |
0-060 |
0-027 |
-0-033 |
-55.0% |
0-105 |
ATR |
0-052 |
0-050 |
-0-002 |
-3.5% |
0-000 |
Volume |
76,224 |
40,505 |
-35,719 |
-46.9% |
205,106 |
|
Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-177 |
124-160 |
124-105 |
|
R3 |
124-150 |
124-133 |
124-097 |
|
R2 |
124-123 |
124-123 |
124-095 |
|
R1 |
124-106 |
124-106 |
124-092 |
124-101 |
PP |
124-096 |
124-096 |
124-096 |
124-093 |
S1 |
124-079 |
124-079 |
124-088 |
124-074 |
S2 |
124-069 |
124-069 |
124-085 |
|
S3 |
124-042 |
124-052 |
124-083 |
|
S4 |
124-015 |
124-025 |
124-075 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-117 |
125-048 |
124-148 |
|
R3 |
125-012 |
124-263 |
124-119 |
|
R2 |
124-227 |
124-227 |
124-109 |
|
R1 |
124-158 |
124-158 |
124-100 |
124-140 |
PP |
124-122 |
124-122 |
124-122 |
124-112 |
S1 |
124-053 |
124-053 |
124-080 |
124-035 |
S2 |
124-017 |
124-017 |
124-071 |
|
S3 |
123-232 |
123-268 |
124-061 |
|
S4 |
123-127 |
123-163 |
124-032 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-227 |
2.618 |
124-183 |
1.618 |
124-156 |
1.000 |
124-139 |
0.618 |
124-129 |
HIGH |
124-112 |
0.618 |
124-102 |
0.500 |
124-098 |
0.382 |
124-095 |
LOW |
124-085 |
0.618 |
124-068 |
1.000 |
124-058 |
1.618 |
124-041 |
2.618 |
124-014 |
4.250 |
123-290 |
|
|
Fisher Pivots for day following 23-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-098 |
124-132 |
PP |
124-096 |
124-118 |
S1 |
124-093 |
124-104 |
|