ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-242 |
124-245 |
0-003 |
0.0% |
124-225 |
| High |
124-265 |
124-265 |
0-000 |
0.0% |
124-265 |
| Low |
124-227 |
124-197 |
-0-030 |
-0.1% |
124-180 |
| Close |
124-247 |
124-220 |
-0-027 |
-0.1% |
124-220 |
| Range |
0-038 |
0-068 |
0-030 |
78.9% |
0-085 |
| ATR |
0-050 |
0-051 |
0-001 |
2.6% |
0-000 |
| Volume |
350,440 |
494,355 |
143,915 |
41.1% |
2,015,146 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-111 |
125-074 |
124-257 |
|
| R3 |
125-043 |
125-006 |
124-239 |
|
| R2 |
124-295 |
124-295 |
124-232 |
|
| R1 |
124-258 |
124-258 |
124-226 |
124-242 |
| PP |
124-227 |
124-227 |
124-227 |
124-220 |
| S1 |
124-190 |
124-190 |
124-214 |
124-174 |
| S2 |
124-159 |
124-159 |
124-208 |
|
| S3 |
124-091 |
124-122 |
124-201 |
|
| S4 |
124-023 |
124-054 |
124-183 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-157 |
125-113 |
124-267 |
|
| R3 |
125-072 |
125-028 |
124-243 |
|
| R2 |
124-307 |
124-307 |
124-236 |
|
| R1 |
124-263 |
124-263 |
124-228 |
124-242 |
| PP |
124-222 |
124-222 |
124-222 |
124-211 |
| S1 |
124-178 |
124-178 |
124-212 |
124-158 |
| S2 |
124-137 |
124-137 |
124-204 |
|
| S3 |
124-052 |
124-093 |
124-197 |
|
| S4 |
123-287 |
124-008 |
124-173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-265 |
124-180 |
0-085 |
0.2% |
0-051 |
0.1% |
47% |
True |
False |
403,029 |
| 10 |
124-265 |
124-077 |
0-188 |
0.5% |
0-052 |
0.1% |
76% |
True |
False |
511,657 |
| 20 |
124-265 |
124-077 |
0-188 |
0.5% |
0-044 |
0.1% |
76% |
True |
False |
268,913 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-041 |
0.1% |
89% |
True |
False |
134,722 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-028 |
0.1% |
89% |
True |
False |
89,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-234 |
|
2.618 |
125-123 |
|
1.618 |
125-055 |
|
1.000 |
125-013 |
|
0.618 |
124-307 |
|
HIGH |
124-265 |
|
0.618 |
124-239 |
|
0.500 |
124-231 |
|
0.382 |
124-223 |
|
LOW |
124-197 |
|
0.618 |
124-155 |
|
1.000 |
124-129 |
|
1.618 |
124-087 |
|
2.618 |
124-019 |
|
4.250 |
123-228 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-231 |
124-231 |
| PP |
124-227 |
124-227 |
| S1 |
124-224 |
124-224 |
|