ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
124-147 |
124-142 |
-0-005 |
0.0% |
124-262 |
| High |
124-170 |
124-197 |
0-027 |
0.1% |
124-265 |
| Low |
124-137 |
124-132 |
-0-005 |
0.0% |
124-137 |
| Close |
124-145 |
124-180 |
0-035 |
0.1% |
124-145 |
| Range |
0-033 |
0-065 |
0-032 |
97.0% |
0-128 |
| ATR |
0-065 |
0-065 |
0-000 |
0.0% |
0-000 |
| Volume |
203,081 |
643,482 |
440,401 |
216.9% |
1,459,300 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-045 |
125-017 |
124-216 |
|
| R3 |
124-300 |
124-272 |
124-198 |
|
| R2 |
124-235 |
124-235 |
124-192 |
|
| R1 |
124-207 |
124-207 |
124-186 |
124-221 |
| PP |
124-170 |
124-170 |
124-170 |
124-176 |
| S1 |
124-142 |
124-142 |
124-174 |
124-156 |
| S2 |
124-105 |
124-105 |
124-168 |
|
| S3 |
124-040 |
124-077 |
124-162 |
|
| S4 |
123-295 |
124-012 |
124-144 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-246 |
125-164 |
124-215 |
|
| R3 |
125-118 |
125-036 |
124-180 |
|
| R2 |
124-310 |
124-310 |
124-168 |
|
| R1 |
124-228 |
124-228 |
124-157 |
124-205 |
| PP |
124-182 |
124-182 |
124-182 |
124-171 |
| S1 |
124-100 |
124-100 |
124-133 |
124-077 |
| S2 |
124-054 |
124-054 |
124-122 |
|
| S3 |
123-246 |
123-292 |
124-110 |
|
| S4 |
123-118 |
123-164 |
124-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-265 |
124-132 |
0-133 |
0.3% |
0-054 |
0.1% |
36% |
False |
True |
420,556 |
| 10 |
124-282 |
124-132 |
0-150 |
0.4% |
0-050 |
0.1% |
32% |
False |
True |
407,007 |
| 20 |
124-282 |
123-292 |
0-310 |
0.8% |
0-068 |
0.2% |
67% |
False |
False |
413,685 |
| 40 |
124-282 |
123-222 |
1-060 |
1.0% |
0-067 |
0.2% |
73% |
False |
False |
418,938 |
| 60 |
124-282 |
123-222 |
1-060 |
1.0% |
0-073 |
0.2% |
73% |
False |
False |
461,001 |
| 80 |
124-282 |
123-100 |
1-182 |
1.3% |
0-070 |
0.2% |
80% |
False |
False |
368,258 |
| 100 |
124-282 |
123-100 |
1-182 |
1.3% |
0-061 |
0.2% |
80% |
False |
False |
294,749 |
| 120 |
124-282 |
123-040 |
1-242 |
1.4% |
0-051 |
0.1% |
82% |
False |
False |
245,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-153 |
|
2.618 |
125-047 |
|
1.618 |
124-302 |
|
1.000 |
124-262 |
|
0.618 |
124-237 |
|
HIGH |
124-197 |
|
0.618 |
124-172 |
|
0.500 |
124-164 |
|
0.382 |
124-157 |
|
LOW |
124-132 |
|
0.618 |
124-092 |
|
1.000 |
124-067 |
|
1.618 |
124-027 |
|
2.618 |
123-282 |
|
4.250 |
123-176 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-175 |
124-176 |
| PP |
124-170 |
124-172 |
| S1 |
124-164 |
124-168 |
|