ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-027 |
124-017 |
-0-010 |
0.0% |
124-120 |
| High |
124-062 |
124-095 |
0-033 |
0.1% |
124-120 |
| Low |
124-015 |
124-005 |
-0-010 |
0.0% |
123-302 |
| Close |
124-025 |
124-065 |
0-040 |
0.1% |
124-065 |
| Range |
0-047 |
0-090 |
0-043 |
91.5% |
0-138 |
| ATR |
0-058 |
0-060 |
0-002 |
4.0% |
0-000 |
| Volume |
483,059 |
412,262 |
-70,797 |
-14.7% |
2,669,650 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-005 |
124-285 |
124-114 |
|
| R3 |
124-235 |
124-195 |
124-090 |
|
| R2 |
124-145 |
124-145 |
124-082 |
|
| R1 |
124-105 |
124-105 |
124-073 |
124-125 |
| PP |
124-055 |
124-055 |
124-055 |
124-065 |
| S1 |
124-015 |
124-015 |
124-057 |
124-035 |
| S2 |
123-285 |
123-285 |
124-048 |
|
| S3 |
123-195 |
123-245 |
124-040 |
|
| S4 |
123-105 |
123-155 |
124-016 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-150 |
125-085 |
124-141 |
|
| R3 |
125-012 |
124-267 |
124-103 |
|
| R2 |
124-194 |
124-194 |
124-090 |
|
| R1 |
124-129 |
124-129 |
124-078 |
124-092 |
| PP |
124-056 |
124-056 |
124-056 |
124-037 |
| S1 |
123-311 |
123-311 |
124-052 |
123-274 |
| S2 |
123-238 |
123-238 |
124-040 |
|
| S3 |
123-100 |
123-173 |
124-027 |
|
| S4 |
122-282 |
123-035 |
123-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-120 |
123-302 |
0-138 |
0.3% |
0-071 |
0.2% |
60% |
False |
False |
533,930 |
| 10 |
124-257 |
123-302 |
0-275 |
0.7% |
0-066 |
0.2% |
30% |
False |
False |
507,743 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-059 |
0.1% |
29% |
False |
False |
509,700 |
| 40 |
124-265 |
123-170 |
1-095 |
1.0% |
0-053 |
0.1% |
52% |
False |
False |
261,647 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-039 |
0.1% |
53% |
False |
False |
174,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-158 |
|
2.618 |
125-011 |
|
1.618 |
124-241 |
|
1.000 |
124-185 |
|
0.618 |
124-151 |
|
HIGH |
124-095 |
|
0.618 |
124-061 |
|
0.500 |
124-050 |
|
0.382 |
124-039 |
|
LOW |
124-005 |
|
0.618 |
123-269 |
|
1.000 |
123-235 |
|
1.618 |
123-179 |
|
2.618 |
123-089 |
|
4.250 |
122-262 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-060 |
124-057 |
| PP |
124-055 |
124-048 |
| S1 |
124-050 |
124-040 |
|