ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
123-260 |
123-160 |
-0-100 |
-0.3% |
124-060 |
| High |
123-260 |
123-170 |
-0-090 |
-0.2% |
124-090 |
| Low |
123-260 |
123-160 |
-0-100 |
-0.3% |
123-210 |
| Close |
123-260 |
123-170 |
-0-090 |
-0.2% |
123-250 |
| Range |
0-000 |
0-010 |
0-010 |
|
0-200 |
| ATR |
0-042 |
0-047 |
0-004 |
9.7% |
0-000 |
| Volume |
26 |
90 |
64 |
246.2% |
41 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-197 |
123-193 |
123-176 |
|
| R3 |
123-187 |
123-183 |
123-173 |
|
| R2 |
123-177 |
123-177 |
123-172 |
|
| R1 |
123-173 |
123-173 |
123-171 |
123-175 |
| PP |
123-167 |
123-167 |
123-167 |
123-168 |
| S1 |
123-163 |
123-163 |
123-169 |
123-165 |
| S2 |
123-157 |
123-157 |
123-168 |
|
| S3 |
123-147 |
123-153 |
123-167 |
|
| S4 |
123-137 |
123-143 |
123-164 |
|
|
| 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 |
123-212 |
|
2.618 |
123-196 |
|
1.618 |
123-186 |
|
1.000 |
123-180 |
|
0.618 |
123-176 |
|
HIGH |
123-170 |
|
0.618 |
123-166 |
|
0.500 |
123-165 |
|
0.382 |
123-164 |
|
LOW |
123-160 |
|
0.618 |
123-154 |
|
1.000 |
123-150 |
|
1.618 |
123-144 |
|
2.618 |
123-134 |
|
4.250 |
123-118 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-168 |
123-210 |
| PP |
123-167 |
123-197 |
| S1 |
123-165 |
123-183 |
|