ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-262 |
124-242 |
-0-020 |
-0.1% |
124-210 |
| High |
124-265 |
124-247 |
-0-018 |
0.0% |
124-282 |
| Low |
124-220 |
124-180 |
-0-040 |
-0.1% |
124-195 |
| Close |
124-235 |
124-195 |
-0-040 |
-0.1% |
124-267 |
| Range |
0-045 |
0-067 |
0-022 |
48.9% |
0-087 |
| ATR |
0-068 |
0-068 |
0-000 |
-0.1% |
0-000 |
| Volume |
317,237 |
510,695 |
193,458 |
61.0% |
1,967,292 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-088 |
125-049 |
124-232 |
|
| R3 |
125-021 |
124-302 |
124-213 |
|
| R2 |
124-274 |
124-274 |
124-207 |
|
| R1 |
124-235 |
124-235 |
124-201 |
124-221 |
| PP |
124-207 |
124-207 |
124-207 |
124-200 |
| S1 |
124-168 |
124-168 |
124-189 |
124-154 |
| S2 |
124-140 |
124-140 |
124-183 |
|
| S3 |
124-073 |
124-101 |
124-177 |
|
| S4 |
124-006 |
124-034 |
124-158 |
|
|
| 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 |
124-180 |
0-102 |
0.3% |
0-050 |
0.1% |
15% |
False |
True |
452,699 |
| 10 |
124-282 |
124-027 |
0-255 |
0.6% |
0-064 |
0.2% |
66% |
False |
False |
455,518 |
| 20 |
124-282 |
123-222 |
1-060 |
1.0% |
0-074 |
0.2% |
77% |
False |
False |
430,641 |
| 40 |
124-282 |
123-222 |
1-060 |
1.0% |
0-068 |
0.2% |
77% |
False |
False |
428,670 |
| 60 |
124-282 |
123-222 |
1-060 |
1.0% |
0-073 |
0.2% |
77% |
False |
False |
462,263 |
| 80 |
124-282 |
123-100 |
1-182 |
1.3% |
0-071 |
0.2% |
83% |
False |
False |
352,411 |
| 100 |
124-282 |
123-100 |
1-182 |
1.3% |
0-059 |
0.1% |
83% |
False |
False |
282,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-212 |
|
2.618 |
125-102 |
|
1.618 |
125-035 |
|
1.000 |
124-314 |
|
0.618 |
124-288 |
|
HIGH |
124-247 |
|
0.618 |
124-221 |
|
0.500 |
124-214 |
|
0.382 |
124-206 |
|
LOW |
124-180 |
|
0.618 |
124-139 |
|
1.000 |
124-113 |
|
1.618 |
124-072 |
|
2.618 |
124-005 |
|
4.250 |
123-215 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-214 |
124-231 |
| PP |
124-207 |
124-219 |
| S1 |
124-201 |
124-207 |
|