ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-282 |
124-285 |
0-003 |
0.0% |
124-260 |
| High |
124-300 |
124-315 |
0-015 |
0.0% |
124-315 |
| Low |
124-270 |
124-237 |
-0-033 |
-0.1% |
124-222 |
| Close |
124-282 |
124-257 |
-0-025 |
-0.1% |
124-257 |
| Range |
0-030 |
0-078 |
0-048 |
160.0% |
0-093 |
| ATR |
0-055 |
0-057 |
0-002 |
2.9% |
0-000 |
| Volume |
49,445 |
44,704 |
-4,741 |
-9.6% |
238,611 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-184 |
125-138 |
124-300 |
|
| R3 |
125-106 |
125-060 |
124-278 |
|
| R2 |
125-028 |
125-028 |
124-271 |
|
| R1 |
124-302 |
124-302 |
124-264 |
124-286 |
| PP |
124-270 |
124-270 |
124-270 |
124-262 |
| S1 |
124-224 |
124-224 |
124-250 |
124-208 |
| S2 |
124-192 |
124-192 |
124-243 |
|
| S3 |
124-114 |
124-146 |
124-236 |
|
| S4 |
124-036 |
124-068 |
124-214 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-224 |
125-173 |
124-308 |
|
| R3 |
125-131 |
125-080 |
124-283 |
|
| R2 |
125-038 |
125-038 |
124-274 |
|
| R1 |
124-307 |
124-307 |
124-266 |
124-286 |
| PP |
124-265 |
124-265 |
124-265 |
124-254 |
| S1 |
124-214 |
124-214 |
124-248 |
124-193 |
| S2 |
124-172 |
124-172 |
124-240 |
|
| S3 |
124-079 |
124-121 |
124-231 |
|
| S4 |
123-306 |
124-028 |
124-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-315 |
124-222 |
0-093 |
0.2% |
0-048 |
0.1% |
38% |
True |
False |
47,722 |
| 10 |
124-315 |
124-132 |
0-183 |
0.5% |
0-049 |
0.1% |
68% |
True |
False |
394,590 |
| 20 |
124-315 |
124-132 |
0-183 |
0.5% |
0-049 |
0.1% |
68% |
True |
False |
395,222 |
| 40 |
124-315 |
123-222 |
1-093 |
1.0% |
0-065 |
0.2% |
86% |
True |
False |
424,322 |
| 60 |
124-315 |
123-222 |
1-093 |
1.0% |
0-064 |
0.2% |
86% |
True |
False |
426,574 |
| 80 |
124-315 |
123-100 |
1-215 |
1.3% |
0-069 |
0.2% |
89% |
True |
False |
409,147 |
| 100 |
124-315 |
123-100 |
1-215 |
1.3% |
0-064 |
0.2% |
89% |
True |
False |
327,769 |
| 120 |
124-315 |
123-040 |
1-275 |
1.5% |
0-054 |
0.1% |
90% |
True |
False |
273,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-006 |
|
2.618 |
125-199 |
|
1.618 |
125-121 |
|
1.000 |
125-073 |
|
0.618 |
125-043 |
|
HIGH |
124-315 |
|
0.618 |
124-285 |
|
0.500 |
124-276 |
|
0.382 |
124-267 |
|
LOW |
124-237 |
|
0.618 |
124-189 |
|
1.000 |
124-159 |
|
1.618 |
124-111 |
|
2.618 |
124-033 |
|
4.250 |
123-226 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-276 |
124-276 |
| PP |
124-270 |
124-270 |
| S1 |
124-263 |
124-263 |
|