ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-222 |
124-220 |
-0-002 |
0.0% |
124-225 |
| High |
124-257 |
124-235 |
-0-022 |
-0.1% |
124-265 |
| Low |
124-215 |
124-182 |
-0-033 |
-0.1% |
124-180 |
| Close |
124-227 |
124-205 |
-0-022 |
-0.1% |
124-220 |
| Range |
0-042 |
0-053 |
0-011 |
26.2% |
0-085 |
| ATR |
0-050 |
0-051 |
0-000 |
0.4% |
0-000 |
| Volume |
242,809 |
353,890 |
111,081 |
45.7% |
2,015,146 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-046 |
125-019 |
124-234 |
|
| R3 |
124-313 |
124-286 |
124-220 |
|
| R2 |
124-260 |
124-260 |
124-215 |
|
| R1 |
124-233 |
124-233 |
124-210 |
124-220 |
| PP |
124-207 |
124-207 |
124-207 |
124-201 |
| S1 |
124-180 |
124-180 |
124-200 |
124-167 |
| S2 |
124-154 |
124-154 |
124-195 |
|
| S3 |
124-101 |
124-127 |
124-190 |
|
| S4 |
124-048 |
124-074 |
124-176 |
|
|
| 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 |
124-182 |
0-083 |
0.2% |
0-051 |
0.1% |
28% |
False |
True |
376,266 |
| 10 |
124-265 |
124-157 |
0-108 |
0.3% |
0-048 |
0.1% |
44% |
False |
False |
467,900 |
| 20 |
124-265 |
124-077 |
0-188 |
0.5% |
0-046 |
0.1% |
68% |
False |
False |
298,108 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-042 |
0.1% |
86% |
False |
False |
149,639 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-030 |
0.1% |
86% |
False |
False |
99,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-140 |
|
2.618 |
125-054 |
|
1.618 |
125-001 |
|
1.000 |
124-288 |
|
0.618 |
124-268 |
|
HIGH |
124-235 |
|
0.618 |
124-215 |
|
0.500 |
124-208 |
|
0.382 |
124-202 |
|
LOW |
124-182 |
|
0.618 |
124-149 |
|
1.000 |
124-129 |
|
1.618 |
124-096 |
|
2.618 |
124-043 |
|
4.250 |
123-277 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-208 |
124-224 |
| PP |
124-207 |
124-217 |
| S1 |
124-206 |
124-211 |
|