ECBOT 5 Year T-Note Future March 2013
| 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 |
124-210 |
124-215 |
0-005 |
0.0% |
124-092 |
| High |
124-232 |
124-257 |
0-025 |
0.1% |
124-232 |
| Low |
124-190 |
124-202 |
0-012 |
0.0% |
124-077 |
| Close |
124-212 |
124-240 |
0-028 |
0.1% |
124-230 |
| Range |
0-042 |
0-055 |
0-013 |
31.0% |
0-155 |
| ATR |
0-050 |
0-051 |
0-000 |
0.6% |
0-000 |
| Volume |
336,398 |
439,837 |
103,439 |
30.7% |
3,101,431 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-078 |
125-054 |
124-270 |
|
| R3 |
125-023 |
124-319 |
124-255 |
|
| R2 |
124-288 |
124-288 |
124-250 |
|
| R1 |
124-264 |
124-264 |
124-245 |
124-276 |
| PP |
124-233 |
124-233 |
124-233 |
124-239 |
| S1 |
124-209 |
124-209 |
124-235 |
124-221 |
| S2 |
124-178 |
124-178 |
124-230 |
|
| S3 |
124-123 |
124-154 |
124-225 |
|
| S4 |
124-068 |
124-099 |
124-210 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-005 |
125-272 |
124-315 |
|
| R3 |
125-170 |
125-117 |
124-273 |
|
| R2 |
125-015 |
125-015 |
124-258 |
|
| R1 |
124-282 |
124-282 |
124-244 |
124-308 |
| PP |
124-180 |
124-180 |
124-180 |
124-193 |
| S1 |
124-127 |
124-127 |
124-216 |
124-154 |
| S2 |
124-025 |
124-025 |
124-202 |
|
| S3 |
123-190 |
123-292 |
124-187 |
|
| S4 |
123-035 |
123-137 |
124-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-257 |
124-165 |
0-092 |
0.2% |
0-048 |
0.1% |
82% |
True |
False |
439,400 |
| 10 |
124-257 |
124-077 |
0-180 |
0.5% |
0-050 |
0.1% |
91% |
True |
False |
438,851 |
| 20 |
124-257 |
124-050 |
0-207 |
0.5% |
0-045 |
0.1% |
92% |
True |
False |
226,914 |
| 40 |
124-257 |
123-160 |
1-097 |
1.0% |
0-039 |
0.1% |
96% |
True |
False |
113,602 |
| 60 |
124-257 |
123-160 |
1-097 |
1.0% |
0-026 |
0.1% |
96% |
True |
False |
75,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-171 |
|
2.618 |
125-081 |
|
1.618 |
125-026 |
|
1.000 |
124-312 |
|
0.618 |
124-291 |
|
HIGH |
124-257 |
|
0.618 |
124-236 |
|
0.500 |
124-230 |
|
0.382 |
124-223 |
|
LOW |
124-202 |
|
0.618 |
124-168 |
|
1.000 |
124-147 |
|
1.618 |
124-113 |
|
2.618 |
124-058 |
|
4.250 |
123-288 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-236 |
124-233 |
| PP |
124-233 |
124-226 |
| S1 |
124-230 |
124-218 |
|