ECBOT 5 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 30-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
124-185 |
124-205 |
0-020 |
0.1% |
124-092 |
High |
124-210 |
124-232 |
0-022 |
0.1% |
124-232 |
Low |
124-165 |
124-187 |
0-022 |
0.1% |
124-077 |
Close |
124-202 |
124-230 |
0-028 |
0.1% |
124-230 |
Range |
0-045 |
0-045 |
0-000 |
0.0% |
0-155 |
ATR |
0-051 |
0-051 |
0-000 |
-0.9% |
0-000 |
Volume |
578,282 |
448,367 |
-129,915 |
-22.5% |
3,101,431 |
|
Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-031 |
125-016 |
124-255 |
|
R3 |
124-306 |
124-291 |
124-242 |
|
R2 |
124-261 |
124-261 |
124-238 |
|
R1 |
124-246 |
124-246 |
124-234 |
124-254 |
PP |
124-216 |
124-216 |
124-216 |
124-220 |
S1 |
124-201 |
124-201 |
124-226 |
124-208 |
S2 |
124-171 |
124-171 |
124-222 |
|
S3 |
124-126 |
124-156 |
124-218 |
|
S4 |
124-081 |
124-111 |
124-205 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-005 |
125-272 |
124-315 |
|
R3 |
125-170 |
125-117 |
124-273 |
|
R2 |
125-015 |
125-015 |
124-258 |
|
R1 |
124-282 |
124-282 |
124-244 |
124-308 |
PP |
124-180 |
124-180 |
124-180 |
124-193 |
S1 |
124-127 |
124-127 |
124-216 |
124-154 |
S2 |
124-025 |
124-025 |
124-202 |
|
S3 |
123-190 |
123-292 |
124-187 |
|
S4 |
123-035 |
123-137 |
124-145 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-232 |
124-077 |
0-155 |
0.4% |
0-053 |
0.1% |
99% |
True |
False |
620,286 |
10 |
124-232 |
124-077 |
0-155 |
0.4% |
0-047 |
0.1% |
99% |
True |
False |
332,390 |
20 |
124-232 |
123-290 |
0-262 |
0.7% |
0-044 |
0.1% |
99% |
True |
False |
168,581 |
40 |
124-232 |
123-160 |
1-072 |
1.0% |
0-036 |
0.1% |
99% |
True |
False |
84,344 |
60 |
124-232 |
123-160 |
1-072 |
1.0% |
0-024 |
0.1% |
99% |
True |
False |
56,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-103 |
2.618 |
125-030 |
1.618 |
124-305 |
1.000 |
124-277 |
0.618 |
124-260 |
HIGH |
124-232 |
0.618 |
124-215 |
0.500 |
124-210 |
0.382 |
124-204 |
LOW |
124-187 |
0.618 |
124-159 |
1.000 |
124-142 |
1.618 |
124-114 |
2.618 |
124-069 |
4.250 |
123-316 |
|
|
Fisher Pivots for day following 30-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
124-223 |
124-218 |
PP |
124-216 |
124-206 |
S1 |
124-210 |
124-194 |
|