ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-235 |
124-170 |
-0-065 |
-0.2% |
124-267 |
| High |
124-247 |
124-190 |
-0-057 |
-0.1% |
124-285 |
| Low |
124-160 |
124-155 |
-0-005 |
0.0% |
124-155 |
| Close |
124-170 |
124-175 |
0-005 |
0.0% |
124-175 |
| Range |
0-087 |
0-035 |
-0-052 |
-59.8% |
0-130 |
| ATR |
0-055 |
0-054 |
-0-001 |
-2.6% |
0-000 |
| Volume |
12,563 |
3,385 |
-9,178 |
-73.1% |
57,216 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-278 |
124-262 |
124-194 |
|
| R3 |
124-243 |
124-227 |
124-185 |
|
| R2 |
124-208 |
124-208 |
124-181 |
|
| R1 |
124-192 |
124-192 |
124-178 |
124-200 |
| PP |
124-173 |
124-173 |
124-173 |
124-178 |
| S1 |
124-157 |
124-157 |
124-172 |
124-165 |
| S2 |
124-138 |
124-138 |
124-169 |
|
| S3 |
124-103 |
124-122 |
124-165 |
|
| S4 |
124-068 |
124-087 |
124-156 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-275 |
125-195 |
124-246 |
|
| R3 |
125-145 |
125-065 |
124-211 |
|
| R2 |
125-015 |
125-015 |
124-199 |
|
| R1 |
124-255 |
124-255 |
124-187 |
124-230 |
| PP |
124-205 |
124-205 |
124-205 |
124-192 |
| S1 |
124-125 |
124-125 |
124-163 |
124-100 |
| S2 |
124-075 |
124-075 |
124-151 |
|
| S3 |
123-265 |
123-315 |
124-139 |
|
| S4 |
123-135 |
123-185 |
124-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-285 |
124-155 |
0-130 |
0.3% |
0-047 |
0.1% |
15% |
False |
True |
11,443 |
| 10 |
124-315 |
124-155 |
0-160 |
0.4% |
0-047 |
0.1% |
13% |
False |
True |
29,582 |
| 20 |
124-315 |
124-132 |
0-183 |
0.5% |
0-049 |
0.1% |
23% |
False |
False |
299,594 |
| 40 |
124-315 |
123-222 |
1-093 |
1.0% |
0-062 |
0.2% |
66% |
False |
False |
369,163 |
| 60 |
124-315 |
123-222 |
1-093 |
1.0% |
0-062 |
0.2% |
66% |
False |
False |
384,752 |
| 80 |
124-315 |
123-222 |
1-093 |
1.0% |
0-068 |
0.2% |
66% |
False |
False |
408,945 |
| 100 |
124-315 |
123-100 |
1-215 |
1.3% |
0-066 |
0.2% |
74% |
False |
False |
328,318 |
| 120 |
124-315 |
123-100 |
1-215 |
1.3% |
0-056 |
0.1% |
74% |
False |
False |
273,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-019 |
|
2.618 |
124-282 |
|
1.618 |
124-247 |
|
1.000 |
124-225 |
|
0.618 |
124-212 |
|
HIGH |
124-190 |
|
0.618 |
124-177 |
|
0.500 |
124-172 |
|
0.382 |
124-168 |
|
LOW |
124-155 |
|
0.618 |
124-133 |
|
1.000 |
124-120 |
|
1.618 |
124-098 |
|
2.618 |
124-063 |
|
4.250 |
124-006 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-174 |
124-201 |
| PP |
124-173 |
124-192 |
| S1 |
124-172 |
124-184 |
|