ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-215 |
124-242 |
0-027 |
0.1% |
124-092 |
| High |
124-257 |
124-265 |
0-008 |
0.0% |
124-232 |
| Low |
124-202 |
124-227 |
0-025 |
0.1% |
124-077 |
| Close |
124-240 |
124-247 |
0-007 |
0.0% |
124-230 |
| Range |
0-055 |
0-038 |
-0-017 |
-30.9% |
0-155 |
| ATR |
0-051 |
0-050 |
-0-001 |
-1.8% |
0-000 |
| Volume |
439,837 |
350,440 |
-89,397 |
-20.3% |
3,101,431 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-040 |
125-022 |
124-268 |
|
| R3 |
125-002 |
124-304 |
124-257 |
|
| R2 |
124-284 |
124-284 |
124-254 |
|
| R1 |
124-266 |
124-266 |
124-250 |
124-275 |
| PP |
124-246 |
124-246 |
124-246 |
124-251 |
| S1 |
124-228 |
124-228 |
124-244 |
124-237 |
| S2 |
124-208 |
124-208 |
124-240 |
|
| S3 |
124-170 |
124-190 |
124-237 |
|
| S4 |
124-132 |
124-152 |
124-226 |
|
|
| 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 |
124-265 |
124-180 |
0-085 |
0.2% |
0-046 |
0.1% |
79% |
True |
False |
393,831 |
| 10 |
124-265 |
124-077 |
0-188 |
0.5% |
0-048 |
0.1% |
90% |
True |
False |
466,272 |
| 20 |
124-265 |
124-077 |
0-188 |
0.5% |
0-043 |
0.1% |
90% |
True |
False |
244,427 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-039 |
0.1% |
96% |
True |
False |
122,363 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-027 |
0.1% |
96% |
True |
False |
81,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-106 |
|
2.618 |
125-044 |
|
1.618 |
125-006 |
|
1.000 |
124-303 |
|
0.618 |
124-288 |
|
HIGH |
124-265 |
|
0.618 |
124-250 |
|
0.500 |
124-246 |
|
0.382 |
124-242 |
|
LOW |
124-227 |
|
0.618 |
124-204 |
|
1.000 |
124-189 |
|
1.618 |
124-166 |
|
2.618 |
124-128 |
|
4.250 |
124-066 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-247 |
124-240 |
| PP |
124-246 |
124-234 |
| S1 |
124-246 |
124-228 |
|