ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-107 |
124-120 |
0-013 |
0.0% |
124-222 |
| High |
124-142 |
124-120 |
-0-022 |
-0.1% |
124-257 |
| Low |
124-092 |
124-047 |
-0-045 |
-0.1% |
124-092 |
| Close |
124-122 |
124-065 |
-0-057 |
-0.1% |
124-122 |
| Range |
0-050 |
0-073 |
0-023 |
46.0% |
0-165 |
| ATR |
0-054 |
0-056 |
0-001 |
2.7% |
0-000 |
| Volume |
469,840 |
450,829 |
-19,011 |
-4.0% |
2,407,789 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-296 |
124-254 |
124-105 |
|
| R3 |
124-223 |
124-181 |
124-085 |
|
| R2 |
124-150 |
124-150 |
124-078 |
|
| R1 |
124-108 |
124-108 |
124-072 |
124-092 |
| PP |
124-077 |
124-077 |
124-077 |
124-070 |
| S1 |
124-035 |
124-035 |
124-058 |
124-020 |
| S2 |
124-004 |
124-004 |
124-052 |
|
| S3 |
123-251 |
123-282 |
124-045 |
|
| S4 |
123-178 |
123-209 |
124-025 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-012 |
125-232 |
124-213 |
|
| R3 |
125-167 |
125-067 |
124-167 |
|
| R2 |
125-002 |
125-002 |
124-152 |
|
| R1 |
124-222 |
124-222 |
124-137 |
124-190 |
| PP |
124-157 |
124-157 |
124-157 |
124-141 |
| S1 |
124-057 |
124-057 |
124-107 |
124-024 |
| S2 |
123-312 |
123-312 |
124-092 |
|
| S3 |
123-147 |
123-212 |
124-077 |
|
| S4 |
122-302 |
123-047 |
124-031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-235 |
124-047 |
0-188 |
0.5% |
0-067 |
0.2% |
10% |
False |
True |
523,161 |
| 10 |
124-265 |
124-047 |
0-218 |
0.5% |
0-058 |
0.1% |
8% |
False |
True |
447,964 |
| 20 |
124-265 |
124-047 |
0-218 |
0.5% |
0-052 |
0.1% |
8% |
False |
True |
409,015 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-046 |
0.1% |
53% |
False |
False |
206,186 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-034 |
0.1% |
53% |
False |
False |
137,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-110 |
|
2.618 |
124-311 |
|
1.618 |
124-238 |
|
1.000 |
124-193 |
|
0.618 |
124-165 |
|
HIGH |
124-120 |
|
0.618 |
124-092 |
|
0.500 |
124-084 |
|
0.382 |
124-075 |
|
LOW |
124-047 |
|
0.618 |
124-002 |
|
1.000 |
123-294 |
|
1.618 |
123-249 |
|
2.618 |
123-176 |
|
4.250 |
123-057 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-084 |
124-127 |
| PP |
124-077 |
124-106 |
| S1 |
124-071 |
124-086 |
|