ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-225 |
124-210 |
-0-015 |
0.0% |
124-092 |
| High |
124-232 |
124-232 |
0-000 |
0.0% |
124-232 |
| Low |
124-180 |
124-190 |
0-010 |
0.0% |
124-077 |
| Close |
124-205 |
124-212 |
0-007 |
0.0% |
124-230 |
| Range |
0-052 |
0-042 |
-0-010 |
-19.2% |
0-155 |
| ATR |
0-051 |
0-050 |
-0-001 |
-1.3% |
0-000 |
| Volume |
394,116 |
336,398 |
-57,718 |
-14.6% |
3,101,431 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-017 |
124-317 |
124-235 |
|
| R3 |
124-295 |
124-275 |
124-224 |
|
| R2 |
124-253 |
124-253 |
124-220 |
|
| R1 |
124-233 |
124-233 |
124-216 |
124-243 |
| PP |
124-211 |
124-211 |
124-211 |
124-216 |
| S1 |
124-191 |
124-191 |
124-208 |
124-201 |
| S2 |
124-169 |
124-169 |
124-204 |
|
| S3 |
124-127 |
124-149 |
124-200 |
|
| S4 |
124-085 |
124-107 |
124-189 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-005 |
125-272 |
124-315 |
|
| R3 |
125-170 |
125-117 |
124-273 |
|
| R2 |
125-015 |
125-015 |
124-258 |
|
| R1 |
124-282 |
124-282 |
124-244 |
124-308 |
| PP |
124-180 |
124-180 |
124-180 |
124-193 |
| S1 |
124-127 |
124-127 |
124-216 |
124-154 |
| S2 |
124-025 |
124-025 |
124-202 |
|
| S3 |
123-190 |
123-292 |
124-187 |
|
| S4 |
123-035 |
123-137 |
124-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-232 |
124-157 |
0-075 |
0.2% |
0-046 |
0.1% |
73% |
True |
False |
559,534 |
| 10 |
124-232 |
124-077 |
0-155 |
0.4% |
0-049 |
0.1% |
87% |
True |
False |
398,894 |
| 20 |
124-232 |
123-290 |
0-262 |
0.7% |
0-045 |
0.1% |
92% |
True |
False |
205,070 |
| 40 |
124-232 |
123-160 |
1-072 |
1.0% |
0-037 |
0.1% |
95% |
True |
False |
102,607 |
| 60 |
124-232 |
123-160 |
1-072 |
1.0% |
0-026 |
0.1% |
95% |
True |
False |
68,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-090 |
|
2.618 |
125-022 |
|
1.618 |
124-300 |
|
1.000 |
124-274 |
|
0.618 |
124-258 |
|
HIGH |
124-232 |
|
0.618 |
124-216 |
|
0.500 |
124-211 |
|
0.382 |
124-206 |
|
LOW |
124-190 |
|
0.618 |
124-164 |
|
1.000 |
124-148 |
|
1.618 |
124-122 |
|
2.618 |
124-080 |
|
4.250 |
124-012 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-212 |
124-210 |
| PP |
124-211 |
124-208 |
| S1 |
124-211 |
124-206 |
|