ECBOT 5 Year T-Note Future December 2012
Trading Metrics calculated at close of trading on 21-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
124-105 |
124-117 |
0-012 |
0.0% |
124-145 |
High |
124-117 |
124-150 |
0-033 |
0.1% |
124-172 |
Low |
124-080 |
124-107 |
0-027 |
0.1% |
124-047 |
Close |
124-092 |
124-120 |
0-028 |
0.1% |
124-120 |
Range |
0-037 |
0-043 |
0-006 |
16.2% |
0-125 |
ATR |
0-054 |
0-055 |
0-000 |
0.5% |
0-000 |
Volume |
4,804 |
2,428 |
-2,376 |
-49.5% |
33,216 |
|
Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-255 |
124-230 |
124-144 |
|
R3 |
124-212 |
124-187 |
124-132 |
|
R2 |
124-169 |
124-169 |
124-128 |
|
R1 |
124-144 |
124-144 |
124-124 |
124-156 |
PP |
124-126 |
124-126 |
124-126 |
124-132 |
S1 |
124-101 |
124-101 |
124-116 |
124-114 |
S2 |
124-083 |
124-083 |
124-112 |
|
S3 |
124-040 |
124-058 |
124-108 |
|
S4 |
123-317 |
124-015 |
124-096 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-168 |
125-109 |
124-189 |
|
R3 |
125-043 |
124-304 |
124-154 |
|
R2 |
124-238 |
124-238 |
124-143 |
|
R1 |
124-179 |
124-179 |
124-131 |
124-146 |
PP |
124-113 |
124-113 |
124-113 |
124-096 |
S1 |
124-054 |
124-054 |
124-109 |
124-021 |
S2 |
123-308 |
123-308 |
124-097 |
|
S3 |
123-183 |
123-249 |
124-086 |
|
S4 |
123-058 |
123-124 |
124-051 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-172 |
124-047 |
0-125 |
0.3% |
0-051 |
0.1% |
58% |
False |
False |
6,643 |
10 |
124-285 |
124-047 |
0-238 |
0.6% |
0-049 |
0.1% |
31% |
False |
False |
9,043 |
20 |
124-315 |
124-047 |
0-268 |
0.7% |
0-049 |
0.1% |
27% |
False |
False |
201,816 |
40 |
124-315 |
123-222 |
1-093 |
1.0% |
0-060 |
0.2% |
53% |
False |
False |
303,426 |
60 |
124-315 |
123-222 |
1-093 |
1.0% |
0-061 |
0.2% |
53% |
False |
False |
345,695 |
80 |
124-315 |
123-222 |
1-093 |
1.0% |
0-067 |
0.2% |
53% |
False |
False |
392,167 |
100 |
124-315 |
123-100 |
1-215 |
1.3% |
0-066 |
0.2% |
64% |
False |
False |
328,577 |
120 |
124-315 |
123-100 |
1-215 |
1.3% |
0-058 |
0.1% |
64% |
False |
False |
273,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-013 |
2.618 |
124-263 |
1.618 |
124-220 |
1.000 |
124-193 |
0.618 |
124-177 |
HIGH |
124-150 |
0.618 |
124-134 |
0.500 |
124-128 |
0.382 |
124-123 |
LOW |
124-107 |
0.618 |
124-080 |
1.000 |
124-064 |
1.618 |
124-037 |
2.618 |
123-314 |
4.250 |
123-244 |
|
|
Fisher Pivots for day following 21-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
124-128 |
124-116 |
PP |
124-126 |
124-112 |
S1 |
124-123 |
124-108 |
|