ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-260 |
124-250 |
-0-010 |
0.0% |
124-142 |
| High |
124-270 |
124-272 |
0-002 |
0.0% |
124-270 |
| Low |
124-222 |
124-235 |
0-013 |
0.0% |
124-132 |
| Close |
124-247 |
124-252 |
0-005 |
0.0% |
124-270 |
| Range |
0-048 |
0-037 |
-0-011 |
-22.9% |
0-138 |
| ATR |
0-060 |
0-058 |
-0-002 |
-2.7% |
0-000 |
| Volume |
58,918 |
39,708 |
-19,210 |
-32.6% |
3,707,289 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-044 |
125-025 |
124-272 |
|
| R3 |
125-007 |
124-308 |
124-262 |
|
| R2 |
124-290 |
124-290 |
124-259 |
|
| R1 |
124-271 |
124-271 |
124-255 |
124-280 |
| PP |
124-253 |
124-253 |
124-253 |
124-258 |
| S1 |
124-234 |
124-234 |
124-249 |
124-244 |
| S2 |
124-216 |
124-216 |
124-245 |
|
| S3 |
124-179 |
124-197 |
124-242 |
|
| S4 |
124-142 |
124-160 |
124-232 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-318 |
125-272 |
125-026 |
|
| R3 |
125-180 |
125-134 |
124-308 |
|
| R2 |
125-042 |
125-042 |
124-295 |
|
| R1 |
124-316 |
124-316 |
124-283 |
125-019 |
| PP |
124-224 |
124-224 |
124-224 |
124-236 |
| S1 |
124-178 |
124-178 |
124-257 |
124-201 |
| S2 |
124-086 |
124-086 |
124-245 |
|
| S3 |
123-268 |
124-040 |
124-232 |
|
| S4 |
123-130 |
123-222 |
124-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-272 |
124-200 |
0-072 |
0.2% |
0-043 |
0.1% |
72% |
True |
False |
461,699 |
| 10 |
124-272 |
124-132 |
0-140 |
0.4% |
0-050 |
0.1% |
86% |
True |
False |
494,797 |
| 20 |
124-282 |
124-022 |
0-260 |
0.7% |
0-058 |
0.1% |
88% |
False |
False |
472,341 |
| 40 |
124-282 |
123-222 |
1-060 |
1.0% |
0-066 |
0.2% |
92% |
False |
False |
450,467 |
| 60 |
124-282 |
123-222 |
1-060 |
1.0% |
0-067 |
0.2% |
92% |
False |
False |
453,967 |
| 80 |
124-282 |
123-100 |
1-182 |
1.3% |
0-069 |
0.2% |
94% |
False |
False |
407,529 |
| 100 |
124-282 |
123-100 |
1-182 |
1.3% |
0-063 |
0.2% |
94% |
False |
False |
326,372 |
| 120 |
124-282 |
123-040 |
1-242 |
1.4% |
0-053 |
0.1% |
95% |
False |
False |
271,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-109 |
|
2.618 |
125-049 |
|
1.618 |
125-012 |
|
1.000 |
124-309 |
|
0.618 |
124-295 |
|
HIGH |
124-272 |
|
0.618 |
124-258 |
|
0.500 |
124-254 |
|
0.382 |
124-249 |
|
LOW |
124-235 |
|
0.618 |
124-212 |
|
1.000 |
124-198 |
|
1.618 |
124-175 |
|
2.618 |
124-138 |
|
4.250 |
124-078 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-254 |
124-250 |
| PP |
124-253 |
124-249 |
| S1 |
124-252 |
124-247 |
|