ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
123-270 |
123-310 |
0-040 |
0.1% |
123-200 |
| High |
123-300 |
123-310 |
0-010 |
0.0% |
123-260 |
| Low |
123-270 |
123-210 |
-0-060 |
-0.2% |
123-160 |
| Close |
123-290 |
123-250 |
-0-040 |
-0.1% |
123-260 |
| Range |
0-030 |
0-100 |
0-070 |
233.3% |
0-100 |
| ATR |
0-049 |
0-053 |
0-004 |
7.4% |
0-000 |
| Volume |
264 |
38 |
-226 |
-85.6% |
1,168 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-237 |
124-183 |
123-305 |
|
| R3 |
124-137 |
124-083 |
123-278 |
|
| R2 |
124-037 |
124-037 |
123-268 |
|
| R1 |
123-303 |
123-303 |
123-259 |
123-280 |
| PP |
123-257 |
123-257 |
123-257 |
123-245 |
| S1 |
123-203 |
123-203 |
123-241 |
123-180 |
| S2 |
123-157 |
123-157 |
123-232 |
|
| S3 |
123-057 |
123-103 |
123-222 |
|
| S4 |
122-277 |
123-003 |
123-195 |
|
|
| 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 |
125-095 |
|
2.618 |
124-252 |
|
1.618 |
124-152 |
|
1.000 |
124-090 |
|
0.618 |
124-052 |
|
HIGH |
123-310 |
|
0.618 |
123-272 |
|
0.500 |
123-260 |
|
0.382 |
123-248 |
|
LOW |
123-210 |
|
0.618 |
123-148 |
|
1.000 |
123-110 |
|
1.618 |
123-048 |
|
2.618 |
122-268 |
|
4.250 |
122-105 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
123-260 |
123-247 |
| PP |
123-257 |
123-243 |
| S1 |
123-253 |
123-240 |
|