ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-250 |
124-257 |
0-007 |
0.0% |
124-142 |
| High |
124-272 |
124-292 |
0-020 |
0.1% |
124-270 |
| Low |
124-235 |
124-245 |
0-010 |
0.0% |
124-132 |
| Close |
124-252 |
124-280 |
0-028 |
0.1% |
124-270 |
| Range |
0-037 |
0-047 |
0-010 |
27.0% |
0-138 |
| ATR |
0-058 |
0-057 |
-0-001 |
-1.4% |
0-000 |
| Volume |
39,708 |
45,836 |
6,128 |
15.4% |
3,707,289 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-093 |
125-074 |
124-306 |
|
| R3 |
125-046 |
125-027 |
124-293 |
|
| R2 |
124-319 |
124-319 |
124-289 |
|
| R1 |
124-300 |
124-300 |
124-284 |
124-310 |
| PP |
124-272 |
124-272 |
124-272 |
124-277 |
| S1 |
124-253 |
124-253 |
124-276 |
124-262 |
| S2 |
124-225 |
124-225 |
124-271 |
|
| S3 |
124-178 |
124-206 |
124-267 |
|
| S4 |
124-131 |
124-159 |
124-254 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-318 |
125-272 |
125-026 |
|
| R3 |
125-180 |
125-134 |
124-308 |
|
| R2 |
125-042 |
125-042 |
124-295 |
|
| R1 |
124-316 |
124-316 |
124-283 |
125-019 |
| PP |
124-224 |
124-224 |
124-224 |
124-236 |
| S1 |
124-178 |
124-178 |
124-257 |
124-201 |
| S2 |
124-086 |
124-086 |
124-245 |
|
| S3 |
123-268 |
124-040 |
124-232 |
|
| S4 |
123-130 |
123-222 |
124-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-292 |
124-207 |
0-085 |
0.2% |
0-044 |
0.1% |
86% |
True |
False |
206,139 |
| 10 |
124-292 |
124-132 |
0-160 |
0.4% |
0-048 |
0.1% |
93% |
True |
False |
448,311 |
| 20 |
124-292 |
124-027 |
0-265 |
0.7% |
0-056 |
0.1% |
95% |
True |
False |
451,915 |
| 40 |
124-292 |
123-222 |
1-070 |
1.0% |
0-066 |
0.2% |
97% |
True |
False |
442,437 |
| 60 |
124-292 |
123-222 |
1-070 |
1.0% |
0-066 |
0.2% |
97% |
True |
False |
448,678 |
| 80 |
124-292 |
123-100 |
1-192 |
1.3% |
0-070 |
0.2% |
98% |
True |
False |
408,041 |
| 100 |
124-292 |
123-100 |
1-192 |
1.3% |
0-063 |
0.2% |
98% |
True |
False |
326,830 |
| 120 |
124-292 |
123-040 |
1-252 |
1.4% |
0-053 |
0.1% |
98% |
True |
False |
272,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-172 |
|
2.618 |
125-095 |
|
1.618 |
125-048 |
|
1.000 |
125-019 |
|
0.618 |
125-001 |
|
HIGH |
124-292 |
|
0.618 |
124-274 |
|
0.500 |
124-268 |
|
0.382 |
124-263 |
|
LOW |
124-245 |
|
0.618 |
124-216 |
|
1.000 |
124-198 |
|
1.618 |
124-169 |
|
2.618 |
124-122 |
|
4.250 |
124-045 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-276 |
124-272 |
| PP |
124-272 |
124-265 |
| S1 |
124-268 |
124-257 |
|