ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-125 |
124-157 |
0-032 |
0.1% |
124-190 |
| High |
124-165 |
124-202 |
0-037 |
0.1% |
124-190 |
| Low |
124-102 |
124-157 |
0-055 |
0.1% |
124-085 |
| Close |
124-155 |
124-197 |
0-042 |
0.1% |
124-090 |
| Range |
0-063 |
0-045 |
-0-018 |
-28.6% |
0-105 |
| ATR |
0-052 |
0-052 |
0-000 |
-0.7% |
0-000 |
| Volume |
634,677 |
1,040,511 |
405,834 |
63.9% |
205,106 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-000 |
124-304 |
124-222 |
|
| R3 |
124-275 |
124-259 |
124-209 |
|
| R2 |
124-230 |
124-230 |
124-205 |
|
| R1 |
124-214 |
124-214 |
124-201 |
124-222 |
| PP |
124-185 |
124-185 |
124-185 |
124-190 |
| S1 |
124-169 |
124-169 |
124-193 |
124-177 |
| S2 |
124-140 |
124-140 |
124-189 |
|
| S3 |
124-095 |
124-124 |
124-185 |
|
| S4 |
124-050 |
124-079 |
124-172 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-202 |
124-077 |
0-125 |
0.3% |
0-052 |
0.1% |
96% |
True |
False |
438,302 |
| 10 |
124-230 |
124-077 |
0-153 |
0.4% |
0-046 |
0.1% |
78% |
False |
False |
232,352 |
| 20 |
124-230 |
123-240 |
0-310 |
0.8% |
0-045 |
0.1% |
89% |
False |
False |
117,279 |
| 40 |
124-230 |
123-160 |
1-070 |
1.0% |
0-033 |
0.1% |
92% |
False |
False |
58,679 |
| 60 |
124-230 |
123-160 |
1-070 |
1.0% |
0-023 |
0.1% |
92% |
False |
False |
39,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-073 |
|
2.618 |
125-000 |
|
1.618 |
124-275 |
|
1.000 |
124-247 |
|
0.618 |
124-230 |
|
HIGH |
124-202 |
|
0.618 |
124-185 |
|
0.500 |
124-180 |
|
0.382 |
124-174 |
|
LOW |
124-157 |
|
0.618 |
124-129 |
|
1.000 |
124-112 |
|
1.618 |
124-084 |
|
2.618 |
124-039 |
|
4.250 |
123-286 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-191 |
124-178 |
| PP |
124-185 |
124-159 |
| S1 |
124-180 |
124-140 |
|