ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-235 |
124-245 |
0-010 |
0.0% |
124-210 |
| High |
124-260 |
124-282 |
0-022 |
0.1% |
124-282 |
| Low |
124-225 |
124-232 |
0-007 |
0.0% |
124-195 |
| Close |
124-247 |
124-267 |
0-020 |
0.1% |
124-267 |
| Range |
0-035 |
0-050 |
0-015 |
42.9% |
0-087 |
| ATR |
0-072 |
0-070 |
-0-002 |
-2.2% |
0-000 |
| Volume |
435,522 |
529,480 |
93,958 |
21.6% |
1,967,292 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-090 |
125-069 |
124-294 |
|
| R3 |
125-040 |
125-019 |
124-281 |
|
| R2 |
124-310 |
124-310 |
124-276 |
|
| R1 |
124-289 |
124-289 |
124-272 |
124-300 |
| PP |
124-260 |
124-260 |
124-260 |
124-266 |
| S1 |
124-239 |
124-239 |
124-262 |
124-250 |
| S2 |
124-210 |
124-210 |
124-258 |
|
| S3 |
124-160 |
124-189 |
124-253 |
|
| S4 |
124-110 |
124-139 |
124-240 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-189 |
125-155 |
124-315 |
|
| R3 |
125-102 |
125-068 |
124-291 |
|
| R2 |
125-015 |
125-015 |
124-283 |
|
| R1 |
124-301 |
124-301 |
124-275 |
124-318 |
| PP |
124-248 |
124-248 |
124-248 |
124-256 |
| S1 |
124-214 |
124-214 |
124-259 |
124-231 |
| S2 |
124-161 |
124-161 |
124-251 |
|
| S3 |
124-074 |
124-127 |
124-243 |
|
| S4 |
123-307 |
124-040 |
124-219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-282 |
124-195 |
0-087 |
0.2% |
0-045 |
0.1% |
83% |
True |
False |
393,458 |
| 10 |
124-282 |
124-022 |
0-260 |
0.7% |
0-068 |
0.2% |
94% |
True |
False |
454,291 |
| 20 |
124-282 |
123-222 |
1-060 |
1.0% |
0-075 |
0.2% |
96% |
True |
False |
439,041 |
| 40 |
124-282 |
123-222 |
1-060 |
1.0% |
0-068 |
0.2% |
96% |
True |
False |
429,616 |
| 60 |
124-282 |
123-222 |
1-060 |
1.0% |
0-073 |
0.2% |
96% |
True |
False |
453,345 |
| 80 |
124-282 |
123-100 |
1-182 |
1.3% |
0-071 |
0.2% |
97% |
True |
False |
342,100 |
| 100 |
124-282 |
123-100 |
1-182 |
1.3% |
0-058 |
0.1% |
97% |
True |
False |
273,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-174 |
|
2.618 |
125-093 |
|
1.618 |
125-043 |
|
1.000 |
125-012 |
|
0.618 |
124-313 |
|
HIGH |
124-282 |
|
0.618 |
124-263 |
|
0.500 |
124-257 |
|
0.382 |
124-251 |
|
LOW |
124-232 |
|
0.618 |
124-201 |
|
1.000 |
124-182 |
|
1.618 |
124-151 |
|
2.618 |
124-101 |
|
4.250 |
124-020 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-264 |
124-258 |
| PP |
124-260 |
124-249 |
| S1 |
124-257 |
124-240 |
|