ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
123-237 |
124-030 |
0-113 |
0.3% |
123-310 |
| High |
124-027 |
124-052 |
0-025 |
0.1% |
124-027 |
| Low |
123-222 |
124-010 |
0-108 |
0.3% |
123-222 |
| Close |
124-017 |
124-040 |
0-023 |
0.1% |
124-017 |
| Range |
0-125 |
0-042 |
-0-083 |
-66.4% |
0-125 |
| ATR |
0-074 |
0-072 |
-0-002 |
-3.1% |
0-000 |
| Volume |
470,505 |
160,104 |
-310,401 |
-66.0% |
2,609,905 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-160 |
124-142 |
124-063 |
|
| R3 |
124-118 |
124-100 |
124-052 |
|
| R2 |
124-076 |
124-076 |
124-048 |
|
| R1 |
124-058 |
124-058 |
124-044 |
124-067 |
| PP |
124-034 |
124-034 |
124-034 |
124-038 |
| S1 |
124-016 |
124-016 |
124-036 |
124-025 |
| S2 |
123-312 |
123-312 |
124-032 |
|
| S3 |
123-270 |
123-294 |
124-028 |
|
| S4 |
123-228 |
123-252 |
124-017 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-037 |
124-312 |
124-086 |
|
| R3 |
124-232 |
124-187 |
124-051 |
|
| R2 |
124-107 |
124-107 |
124-040 |
|
| R1 |
124-062 |
124-062 |
124-028 |
124-084 |
| PP |
123-302 |
123-302 |
123-302 |
123-313 |
| S1 |
123-257 |
123-257 |
124-006 |
123-280 |
| S2 |
123-177 |
123-177 |
123-314 |
|
| S3 |
123-052 |
123-132 |
123-303 |
|
| S4 |
122-247 |
123-007 |
123-268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-052 |
123-222 |
0-150 |
0.4% |
0-077 |
0.2% |
92% |
True |
False |
464,034 |
| 10 |
124-165 |
123-222 |
0-263 |
0.7% |
0-078 |
0.2% |
52% |
False |
False |
496,266 |
| 20 |
124-247 |
123-222 |
1-025 |
0.9% |
0-067 |
0.2% |
40% |
False |
False |
410,709 |
| 40 |
124-247 |
123-222 |
1-025 |
0.9% |
0-073 |
0.2% |
40% |
False |
False |
470,441 |
| 60 |
124-247 |
123-100 |
1-147 |
1.2% |
0-069 |
0.2% |
56% |
False |
False |
355,779 |
| 80 |
124-247 |
123-100 |
1-147 |
1.2% |
0-059 |
0.1% |
56% |
False |
False |
267,016 |
| 100 |
124-247 |
123-040 |
1-207 |
1.3% |
0-048 |
0.1% |
61% |
False |
False |
213,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-230 |
|
2.618 |
124-162 |
|
1.618 |
124-120 |
|
1.000 |
124-094 |
|
0.618 |
124-078 |
|
HIGH |
124-052 |
|
0.618 |
124-036 |
|
0.500 |
124-031 |
|
0.382 |
124-026 |
|
LOW |
124-010 |
|
0.618 |
123-304 |
|
1.000 |
123-288 |
|
1.618 |
123-262 |
|
2.618 |
123-220 |
|
4.250 |
123-152 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-037 |
124-019 |
| PP |
124-034 |
123-318 |
| S1 |
124-031 |
123-297 |
|