ECBOT 5 Year T-Note Future December 2012
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-115 |
124-075 |
-0-040 |
-0.1% |
124-267 |
| High |
124-117 |
124-105 |
-0-012 |
0.0% |
124-285 |
| Low |
124-047 |
124-065 |
0-018 |
0.0% |
124-155 |
| Close |
124-062 |
124-092 |
0-030 |
0.1% |
124-175 |
| Range |
0-070 |
0-040 |
-0-030 |
-42.9% |
0-130 |
| ATR |
0-057 |
0-056 |
-0-001 |
-1.7% |
0-000 |
| Volume |
5,228 |
8,550 |
3,322 |
63.5% |
57,216 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-207 |
124-190 |
124-114 |
|
| R3 |
124-167 |
124-150 |
124-103 |
|
| R2 |
124-127 |
124-127 |
124-099 |
|
| R1 |
124-110 |
124-110 |
124-096 |
124-118 |
| PP |
124-087 |
124-087 |
124-087 |
124-092 |
| S1 |
124-070 |
124-070 |
124-088 |
124-078 |
| S2 |
124-047 |
124-047 |
124-085 |
|
| S3 |
124-007 |
124-030 |
124-081 |
|
| S4 |
123-287 |
123-310 |
124-070 |
|
|
| 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 |
124-247 |
124-047 |
0-200 |
0.5% |
0-060 |
0.2% |
23% |
False |
False |
8,386 |
| 10 |
124-315 |
124-047 |
0-268 |
0.7% |
0-052 |
0.1% |
17% |
False |
False |
17,734 |
| 20 |
124-315 |
124-047 |
0-268 |
0.7% |
0-050 |
0.1% |
17% |
False |
False |
233,023 |
| 40 |
124-315 |
123-222 |
1-093 |
1.0% |
0-062 |
0.2% |
46% |
False |
False |
331,832 |
| 60 |
124-315 |
123-222 |
1-093 |
1.0% |
0-062 |
0.2% |
46% |
False |
False |
363,455 |
| 80 |
124-315 |
123-222 |
1-093 |
1.0% |
0-068 |
0.2% |
46% |
False |
False |
404,953 |
| 100 |
124-315 |
123-100 |
1-215 |
1.3% |
0-067 |
0.2% |
58% |
False |
False |
328,533 |
| 120 |
124-315 |
123-100 |
1-215 |
1.3% |
0-058 |
0.1% |
58% |
False |
False |
273,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-275 |
|
2.618 |
124-210 |
|
1.618 |
124-170 |
|
1.000 |
124-145 |
|
0.618 |
124-130 |
|
HIGH |
124-105 |
|
0.618 |
124-090 |
|
0.500 |
124-085 |
|
0.382 |
124-080 |
|
LOW |
124-065 |
|
0.618 |
124-040 |
|
1.000 |
124-025 |
|
1.618 |
124-000 |
|
2.618 |
123-280 |
|
4.250 |
123-215 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-090 |
124-110 |
| PP |
124-087 |
124-104 |
| S1 |
124-085 |
124-098 |
|