ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
123-200 |
123-250 |
0-050 |
0.1% |
124-060 |
| High |
123-200 |
123-250 |
0-050 |
0.1% |
124-090 |
| Low |
123-200 |
123-240 |
0-040 |
0.1% |
123-210 |
| Close |
123-200 |
123-240 |
0-040 |
0.1% |
123-250 |
| Range |
0-000 |
0-010 |
0-010 |
|
0-200 |
| ATR |
0-044 |
0-044 |
0-000 |
1.0% |
0-000 |
| Volume |
38 |
219 |
181 |
476.3% |
41 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-273 |
123-267 |
123-246 |
|
| R3 |
123-263 |
123-257 |
123-243 |
|
| R2 |
123-253 |
123-253 |
123-242 |
|
| R1 |
123-247 |
123-247 |
123-241 |
123-245 |
| PP |
123-243 |
123-243 |
123-243 |
123-242 |
| S1 |
123-237 |
123-237 |
123-239 |
123-235 |
| S2 |
123-233 |
123-233 |
123-238 |
|
| S3 |
123-223 |
123-227 |
123-237 |
|
| S4 |
123-213 |
123-217 |
123-234 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-250 |
125-130 |
124-040 |
|
| R3 |
125-050 |
124-250 |
123-305 |
|
| R2 |
124-170 |
124-170 |
123-287 |
|
| R1 |
124-050 |
124-050 |
123-268 |
124-010 |
| PP |
123-290 |
123-290 |
123-290 |
123-270 |
| S1 |
123-170 |
123-170 |
123-232 |
123-130 |
| S2 |
123-090 |
123-090 |
123-213 |
|
| S3 |
122-210 |
122-290 |
123-195 |
|
| S4 |
122-010 |
122-090 |
123-140 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-292 |
|
2.618 |
123-276 |
|
1.618 |
123-266 |
|
1.000 |
123-260 |
|
0.618 |
123-256 |
|
HIGH |
123-250 |
|
0.618 |
123-246 |
|
0.500 |
123-245 |
|
0.382 |
123-244 |
|
LOW |
123-240 |
|
0.618 |
123-234 |
|
1.000 |
123-230 |
|
1.618 |
123-224 |
|
2.618 |
123-214 |
|
4.250 |
123-198 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-245 |
123-235 |
| PP |
123-243 |
123-230 |
| S1 |
123-242 |
123-225 |
|