ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-267 |
124-267 |
0-000 |
0.0% |
124-260 |
| High |
124-285 |
124-267 |
-0-018 |
0.0% |
124-315 |
| Low |
124-255 |
124-225 |
-0-030 |
-0.1% |
124-222 |
| Close |
124-265 |
124-242 |
-0-023 |
-0.1% |
124-257 |
| Range |
0-030 |
0-042 |
0-012 |
40.0% |
0-093 |
| ATR |
0-055 |
0-054 |
-0-001 |
-1.7% |
0-000 |
| Volume |
3,794 |
18,922 |
15,128 |
398.7% |
238,611 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-051 |
125-028 |
124-265 |
|
| R3 |
125-009 |
124-306 |
124-254 |
|
| R2 |
124-287 |
124-287 |
124-250 |
|
| R1 |
124-264 |
124-264 |
124-246 |
124-254 |
| PP |
124-245 |
124-245 |
124-245 |
124-240 |
| S1 |
124-222 |
124-222 |
124-238 |
124-212 |
| S2 |
124-203 |
124-203 |
124-234 |
|
| S3 |
124-161 |
124-180 |
124-230 |
|
| S4 |
124-119 |
124-138 |
124-219 |
|
|
| 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 |
124-225 |
0-090 |
0.2% |
0-045 |
0.1% |
19% |
False |
True |
32,540 |
| 10 |
124-315 |
124-200 |
0-115 |
0.3% |
0-044 |
0.1% |
37% |
False |
False |
247,120 |
| 20 |
124-315 |
124-132 |
0-183 |
0.5% |
0-048 |
0.1% |
60% |
False |
False |
363,668 |
| 40 |
124-315 |
123-222 |
1-093 |
1.0% |
0-065 |
0.2% |
82% |
False |
False |
410,035 |
| 60 |
124-315 |
123-222 |
1-093 |
1.0% |
0-063 |
0.2% |
82% |
False |
False |
408,417 |
| 80 |
124-315 |
123-130 |
1-185 |
1.3% |
0-069 |
0.2% |
86% |
False |
False |
409,140 |
| 100 |
124-315 |
123-100 |
1-215 |
1.3% |
0-065 |
0.2% |
86% |
False |
False |
327,994 |
| 120 |
124-315 |
123-040 |
1-275 |
1.5% |
0-055 |
0.1% |
88% |
False |
False |
273,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-126 |
|
2.618 |
125-057 |
|
1.618 |
125-015 |
|
1.000 |
124-309 |
|
0.618 |
124-293 |
|
HIGH |
124-267 |
|
0.618 |
124-251 |
|
0.500 |
124-246 |
|
0.382 |
124-241 |
|
LOW |
124-225 |
|
0.618 |
124-199 |
|
1.000 |
124-183 |
|
1.618 |
124-157 |
|
2.618 |
124-115 |
|
4.250 |
124-046 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-246 |
124-270 |
| PP |
124-245 |
124-261 |
| S1 |
124-243 |
124-251 |
|