ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-120 |
124-050 |
-0-070 |
-0.2% |
124-222 |
| High |
124-120 |
124-062 |
-0-058 |
-0.1% |
124-257 |
| Low |
124-047 |
123-302 |
-0-065 |
-0.2% |
124-092 |
| Close |
124-065 |
124-000 |
-0-065 |
-0.2% |
124-122 |
| Range |
0-073 |
0-080 |
0-007 |
9.6% |
0-165 |
| ATR |
0-056 |
0-058 |
0-002 |
3.5% |
0-000 |
| Volume |
450,829 |
704,487 |
253,658 |
56.3% |
2,407,789 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-255 |
124-207 |
124-044 |
|
| R3 |
124-175 |
124-127 |
124-022 |
|
| R2 |
124-095 |
124-095 |
124-015 |
|
| R1 |
124-047 |
124-047 |
124-007 |
124-031 |
| PP |
124-015 |
124-015 |
124-015 |
124-006 |
| S1 |
123-287 |
123-287 |
123-313 |
123-271 |
| S2 |
123-255 |
123-255 |
123-305 |
|
| S3 |
123-175 |
123-207 |
123-298 |
|
| S4 |
123-095 |
123-127 |
123-276 |
|
|
| 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 |
124-220 |
123-302 |
0-238 |
0.6% |
0-072 |
0.2% |
8% |
False |
True |
593,281 |
| 10 |
124-265 |
123-302 |
0-283 |
0.7% |
0-062 |
0.2% |
6% |
False |
True |
484,773 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-056 |
0.1% |
6% |
False |
True |
441,834 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-048 |
0.1% |
38% |
False |
False |
223,798 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-036 |
0.1% |
38% |
False |
False |
149,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-082 |
|
2.618 |
124-271 |
|
1.618 |
124-191 |
|
1.000 |
124-142 |
|
0.618 |
124-111 |
|
HIGH |
124-062 |
|
0.618 |
124-031 |
|
0.500 |
124-022 |
|
0.382 |
124-013 |
|
LOW |
123-302 |
|
0.618 |
123-253 |
|
1.000 |
123-222 |
|
1.618 |
123-173 |
|
2.618 |
123-093 |
|
4.250 |
122-282 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-022 |
124-062 |
| PP |
124-015 |
124-041 |
| S1 |
124-007 |
124-021 |
|