ECBOT 5 Year T-Note Future March 2013
| 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 |
124-220 |
124-197 |
-0-023 |
-0.1% |
124-225 |
| High |
124-235 |
124-220 |
-0-015 |
0.0% |
124-265 |
| Low |
124-182 |
124-165 |
-0-017 |
0.0% |
124-180 |
| Close |
124-205 |
124-187 |
-0-018 |
0.0% |
124-220 |
| Range |
0-053 |
0-055 |
0-002 |
3.8% |
0-085 |
| ATR |
0-051 |
0-051 |
0-000 |
0.6% |
0-000 |
| Volume |
353,890 |
621,650 |
267,760 |
75.7% |
2,015,146 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-036 |
125-006 |
124-217 |
|
| R3 |
124-301 |
124-271 |
124-202 |
|
| R2 |
124-246 |
124-246 |
124-197 |
|
| R1 |
124-216 |
124-216 |
124-192 |
124-204 |
| PP |
124-191 |
124-191 |
124-191 |
124-184 |
| S1 |
124-161 |
124-161 |
124-182 |
124-148 |
| S2 |
124-136 |
124-136 |
124-177 |
|
| S3 |
124-081 |
124-106 |
124-172 |
|
| S4 |
124-026 |
124-051 |
124-157 |
|
|
| 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 |
124-165 |
0-100 |
0.3% |
0-051 |
0.1% |
22% |
False |
True |
412,628 |
| 10 |
124-265 |
124-165 |
0-100 |
0.3% |
0-050 |
0.1% |
22% |
False |
True |
426,014 |
| 20 |
124-265 |
124-077 |
0-188 |
0.5% |
0-048 |
0.1% |
59% |
False |
False |
329,183 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-043 |
0.1% |
82% |
False |
False |
165,180 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-030 |
0.1% |
82% |
False |
False |
110,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-134 |
|
2.618 |
125-044 |
|
1.618 |
124-309 |
|
1.000 |
124-275 |
|
0.618 |
124-254 |
|
HIGH |
124-220 |
|
0.618 |
124-199 |
|
0.500 |
124-192 |
|
0.382 |
124-186 |
|
LOW |
124-165 |
|
0.618 |
124-131 |
|
1.000 |
124-110 |
|
1.618 |
124-076 |
|
2.618 |
124-021 |
|
4.250 |
123-251 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-192 |
124-211 |
| PP |
124-191 |
124-203 |
| S1 |
124-189 |
124-195 |
|