ECBOT 5 Year T-Note Future March 2013
| 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 |
123-170 |
123-270 |
0-100 |
0.3% |
123-200 |
| High |
123-260 |
123-300 |
0-040 |
0.1% |
123-260 |
| Low |
123-170 |
123-270 |
0-100 |
0.3% |
123-160 |
| Close |
123-260 |
123-290 |
0-030 |
0.1% |
123-260 |
| Range |
0-090 |
0-030 |
-0-060 |
-66.7% |
0-100 |
| ATR |
0-050 |
0-049 |
-0-001 |
-1.4% |
0-000 |
| Volume |
795 |
264 |
-531 |
-66.8% |
1,168 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-057 |
124-043 |
123-306 |
|
| R3 |
124-027 |
124-013 |
123-298 |
|
| R2 |
123-317 |
123-317 |
123-296 |
|
| R1 |
123-303 |
123-303 |
123-293 |
123-310 |
| PP |
123-287 |
123-287 |
123-287 |
123-290 |
| S1 |
123-273 |
123-273 |
123-287 |
123-280 |
| S2 |
123-257 |
123-257 |
123-284 |
|
| S3 |
123-227 |
123-243 |
123-282 |
|
| S4 |
123-197 |
123-213 |
123-274 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-207 |
124-173 |
123-315 |
|
| R3 |
124-107 |
124-073 |
123-288 |
|
| R2 |
124-007 |
124-007 |
123-278 |
|
| R1 |
123-293 |
123-293 |
123-269 |
123-310 |
| PP |
123-227 |
123-227 |
123-227 |
123-235 |
| S1 |
123-193 |
123-193 |
123-251 |
123-210 |
| S2 |
123-127 |
123-127 |
123-242 |
|
| S3 |
123-027 |
123-093 |
123-232 |
|
| S4 |
122-247 |
122-313 |
123-205 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-108 |
|
2.618 |
124-059 |
|
1.618 |
124-029 |
|
1.000 |
124-010 |
|
0.618 |
123-319 |
|
HIGH |
123-300 |
|
0.618 |
123-289 |
|
0.500 |
123-285 |
|
0.382 |
123-281 |
|
LOW |
123-270 |
|
0.618 |
123-251 |
|
1.000 |
123-240 |
|
1.618 |
123-221 |
|
2.618 |
123-191 |
|
4.250 |
123-142 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-288 |
123-270 |
| PP |
123-287 |
123-250 |
| S1 |
123-285 |
123-230 |
|