ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-267 |
124-245 |
-0-022 |
-0.1% |
124-260 |
| High |
124-267 |
124-247 |
-0-020 |
-0.1% |
124-315 |
| Low |
124-225 |
124-207 |
-0-018 |
0.0% |
124-222 |
| Close |
124-242 |
124-230 |
-0-012 |
0.0% |
124-257 |
| Range |
0-042 |
0-040 |
-0-002 |
-4.8% |
0-093 |
| ATR |
0-054 |
0-053 |
-0-001 |
-1.9% |
0-000 |
| Volume |
18,922 |
18,552 |
-370 |
-2.0% |
238,611 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-028 |
125-009 |
124-252 |
|
| R3 |
124-308 |
124-289 |
124-241 |
|
| R2 |
124-268 |
124-268 |
124-237 |
|
| R1 |
124-249 |
124-249 |
124-234 |
124-238 |
| PP |
124-228 |
124-228 |
124-228 |
124-223 |
| S1 |
124-209 |
124-209 |
124-226 |
124-198 |
| S2 |
124-188 |
124-188 |
124-223 |
|
| S3 |
124-148 |
124-169 |
124-219 |
|
| S4 |
124-108 |
124-129 |
124-208 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-224 |
125-173 |
124-308 |
|
| R3 |
125-131 |
125-080 |
124-283 |
|
| R2 |
125-038 |
125-038 |
124-274 |
|
| R1 |
124-307 |
124-307 |
124-266 |
124-286 |
| PP |
124-265 |
124-265 |
124-265 |
124-254 |
| S1 |
124-214 |
124-214 |
124-248 |
124-193 |
| S2 |
124-172 |
124-172 |
124-240 |
|
| S3 |
124-079 |
124-121 |
124-231 |
|
| S4 |
123-306 |
124-028 |
124-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-315 |
124-207 |
0-108 |
0.3% |
0-044 |
0.1% |
21% |
False |
True |
27,083 |
| 10 |
124-315 |
124-207 |
0-108 |
0.3% |
0-044 |
0.1% |
21% |
False |
True |
116,611 |
| 20 |
124-315 |
124-132 |
0-183 |
0.5% |
0-048 |
0.1% |
54% |
False |
False |
344,101 |
| 40 |
124-315 |
123-222 |
1-093 |
1.0% |
0-064 |
0.2% |
79% |
False |
False |
399,417 |
| 60 |
124-315 |
123-222 |
1-093 |
1.0% |
0-062 |
0.2% |
79% |
False |
False |
401,783 |
| 80 |
124-315 |
123-130 |
1-185 |
1.3% |
0-069 |
0.2% |
83% |
False |
False |
409,274 |
| 100 |
124-315 |
123-100 |
1-215 |
1.3% |
0-065 |
0.2% |
84% |
False |
False |
328,179 |
| 120 |
124-315 |
123-100 |
1-215 |
1.3% |
0-055 |
0.1% |
84% |
False |
False |
273,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-097 |
|
2.618 |
125-032 |
|
1.618 |
124-312 |
|
1.000 |
124-287 |
|
0.618 |
124-272 |
|
HIGH |
124-247 |
|
0.618 |
124-232 |
|
0.500 |
124-227 |
|
0.382 |
124-222 |
|
LOW |
124-207 |
|
0.618 |
124-182 |
|
1.000 |
124-167 |
|
1.618 |
124-142 |
|
2.618 |
124-102 |
|
4.250 |
124-037 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-229 |
124-246 |
| PP |
124-228 |
124-241 |
| S1 |
124-227 |
124-235 |
|