ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-245 |
124-222 |
-0-023 |
-0.1% |
124-225 |
| High |
124-265 |
124-257 |
-0-008 |
0.0% |
124-265 |
| Low |
124-197 |
124-215 |
0-018 |
0.0% |
124-180 |
| Close |
124-220 |
124-227 |
0-007 |
0.0% |
124-220 |
| Range |
0-068 |
0-042 |
-0-026 |
-38.2% |
0-085 |
| ATR |
0-051 |
0-050 |
-0-001 |
-1.3% |
0-000 |
| Volume |
494,355 |
242,809 |
-251,546 |
-50.9% |
2,015,146 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-039 |
125-015 |
124-250 |
|
| R3 |
124-317 |
124-293 |
124-239 |
|
| R2 |
124-275 |
124-275 |
124-235 |
|
| R1 |
124-251 |
124-251 |
124-231 |
124-263 |
| PP |
124-233 |
124-233 |
124-233 |
124-239 |
| S1 |
124-209 |
124-209 |
124-223 |
124-221 |
| S2 |
124-191 |
124-191 |
124-219 |
|
| S3 |
124-149 |
124-167 |
124-215 |
|
| S4 |
124-107 |
124-125 |
124-204 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-157 |
125-113 |
124-267 |
|
| R3 |
125-072 |
125-028 |
124-243 |
|
| R2 |
124-307 |
124-307 |
124-236 |
|
| R1 |
124-263 |
124-263 |
124-228 |
124-242 |
| PP |
124-222 |
124-222 |
124-222 |
124-211 |
| S1 |
124-178 |
124-178 |
124-212 |
124-158 |
| S2 |
124-137 |
124-137 |
124-204 |
|
| S3 |
124-052 |
124-093 |
124-197 |
|
| S4 |
123-287 |
124-008 |
124-173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-265 |
124-190 |
0-075 |
0.2% |
0-049 |
0.1% |
49% |
False |
False |
372,767 |
| 10 |
124-265 |
124-102 |
0-163 |
0.4% |
0-050 |
0.1% |
77% |
False |
False |
495,979 |
| 20 |
124-265 |
124-077 |
0-188 |
0.5% |
0-045 |
0.1% |
80% |
False |
False |
280,960 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-042 |
0.1% |
91% |
False |
False |
140,792 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-029 |
0.1% |
91% |
False |
False |
93,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-116 |
|
2.618 |
125-047 |
|
1.618 |
125-005 |
|
1.000 |
124-299 |
|
0.618 |
124-283 |
|
HIGH |
124-257 |
|
0.618 |
124-241 |
|
0.500 |
124-236 |
|
0.382 |
124-231 |
|
LOW |
124-215 |
|
0.618 |
124-189 |
|
1.000 |
124-173 |
|
1.618 |
124-147 |
|
2.618 |
124-105 |
|
4.250 |
124-036 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-236 |
124-231 |
| PP |
124-233 |
124-230 |
| S1 |
124-230 |
124-228 |
|