ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-245 |
124-235 |
-0-010 |
0.0% |
124-260 |
| High |
124-247 |
124-247 |
0-000 |
0.0% |
124-315 |
| Low |
124-207 |
124-160 |
-0-047 |
-0.1% |
124-222 |
| Close |
124-230 |
124-170 |
-0-060 |
-0.2% |
124-257 |
| Range |
0-040 |
0-087 |
0-047 |
117.5% |
0-093 |
| ATR |
0-053 |
0-055 |
0-002 |
4.6% |
0-000 |
| Volume |
18,552 |
12,563 |
-5,989 |
-32.3% |
238,611 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-133 |
125-079 |
124-218 |
|
| R3 |
125-046 |
124-312 |
124-194 |
|
| R2 |
124-279 |
124-279 |
124-186 |
|
| R1 |
124-225 |
124-225 |
124-178 |
124-208 |
| PP |
124-192 |
124-192 |
124-192 |
124-184 |
| S1 |
124-138 |
124-138 |
124-162 |
124-122 |
| S2 |
124-105 |
124-105 |
124-154 |
|
| S3 |
124-018 |
124-051 |
124-146 |
|
| S4 |
123-251 |
123-284 |
124-122 |
|
|
| 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 |
124-160 |
0-155 |
0.4% |
0-055 |
0.1% |
6% |
False |
True |
19,707 |
| 10 |
124-315 |
124-160 |
0-155 |
0.4% |
0-048 |
0.1% |
6% |
False |
True |
45,985 |
| 20 |
124-315 |
124-132 |
0-183 |
0.5% |
0-049 |
0.1% |
21% |
False |
False |
321,201 |
| 40 |
124-315 |
123-222 |
1-093 |
1.0% |
0-063 |
0.2% |
65% |
False |
False |
384,111 |
| 60 |
124-315 |
123-222 |
1-093 |
1.0% |
0-062 |
0.2% |
65% |
False |
False |
394,505 |
| 80 |
124-315 |
123-190 |
1-125 |
1.1% |
0-069 |
0.2% |
67% |
False |
False |
409,223 |
| 100 |
124-315 |
123-100 |
1-215 |
1.3% |
0-066 |
0.2% |
73% |
False |
False |
328,285 |
| 120 |
124-315 |
123-100 |
1-215 |
1.3% |
0-056 |
0.1% |
73% |
False |
False |
273,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-297 |
|
2.618 |
125-155 |
|
1.618 |
125-068 |
|
1.000 |
125-014 |
|
0.618 |
124-301 |
|
HIGH |
124-247 |
|
0.618 |
124-214 |
|
0.500 |
124-204 |
|
0.382 |
124-193 |
|
LOW |
124-160 |
|
0.618 |
124-106 |
|
1.000 |
124-073 |
|
1.618 |
124-019 |
|
2.618 |
123-252 |
|
4.250 |
123-110 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-204 |
124-214 |
| PP |
124-192 |
124-199 |
| S1 |
124-181 |
124-184 |
|