ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-157 |
124-185 |
0-028 |
0.1% |
124-190 |
| High |
124-202 |
124-210 |
0-008 |
0.0% |
124-190 |
| Low |
124-157 |
124-165 |
0-008 |
0.0% |
124-085 |
| Close |
124-197 |
124-202 |
0-005 |
0.0% |
124-090 |
| Range |
0-045 |
0-045 |
0-000 |
0.0% |
0-105 |
| ATR |
0-052 |
0-051 |
0-000 |
-1.0% |
0-000 |
| Volume |
1,040,511 |
578,282 |
-462,229 |
-44.4% |
205,106 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-007 |
124-310 |
124-227 |
|
| R3 |
124-282 |
124-265 |
124-214 |
|
| R2 |
124-237 |
124-237 |
124-210 |
|
| R1 |
124-220 |
124-220 |
124-206 |
124-228 |
| PP |
124-192 |
124-192 |
124-192 |
124-197 |
| S1 |
124-175 |
124-175 |
124-198 |
124-184 |
| S2 |
124-147 |
124-147 |
124-194 |
|
| S3 |
124-102 |
124-130 |
124-190 |
|
| S4 |
124-057 |
124-085 |
124-177 |
|
|
| 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 |
124-210 |
124-077 |
0-133 |
0.3% |
0-049 |
0.1% |
94% |
True |
False |
538,713 |
| 10 |
124-230 |
124-077 |
0-153 |
0.4% |
0-046 |
0.1% |
82% |
False |
False |
288,032 |
| 20 |
124-230 |
123-290 |
0-260 |
0.7% |
0-043 |
0.1% |
89% |
False |
False |
146,192 |
| 40 |
124-230 |
123-160 |
1-070 |
1.0% |
0-034 |
0.1% |
93% |
False |
False |
73,135 |
| 60 |
124-230 |
123-160 |
1-070 |
1.0% |
0-024 |
0.1% |
93% |
False |
False |
48,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-081 |
|
2.618 |
125-008 |
|
1.618 |
124-283 |
|
1.000 |
124-255 |
|
0.618 |
124-238 |
|
HIGH |
124-210 |
|
0.618 |
124-193 |
|
0.500 |
124-188 |
|
0.382 |
124-182 |
|
LOW |
124-165 |
|
0.618 |
124-137 |
|
1.000 |
124-120 |
|
1.618 |
124-092 |
|
2.618 |
124-047 |
|
4.250 |
123-294 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-197 |
124-187 |
| PP |
124-192 |
124-171 |
| S1 |
124-188 |
124-156 |
|