ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-197 |
124-185 |
-0-012 |
0.0% |
124-225 |
| High |
124-220 |
124-207 |
-0-013 |
0.0% |
124-265 |
| Low |
124-165 |
124-105 |
-0-060 |
-0.2% |
124-180 |
| Close |
124-187 |
124-120 |
-0-067 |
-0.2% |
124-220 |
| Range |
0-055 |
0-102 |
0-047 |
85.5% |
0-085 |
| ATR |
0-051 |
0-055 |
0-004 |
7.1% |
0-000 |
| Volume |
621,650 |
719,600 |
97,950 |
15.8% |
2,015,146 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-130 |
125-067 |
124-176 |
|
| R3 |
125-028 |
124-285 |
124-148 |
|
| R2 |
124-246 |
124-246 |
124-139 |
|
| R1 |
124-183 |
124-183 |
124-129 |
124-164 |
| PP |
124-144 |
124-144 |
124-144 |
124-134 |
| S1 |
124-081 |
124-081 |
124-111 |
124-062 |
| S2 |
124-042 |
124-042 |
124-101 |
|
| S3 |
123-260 |
123-299 |
124-092 |
|
| S4 |
123-158 |
123-197 |
124-064 |
|
|
| 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 |
124-105 |
0-160 |
0.4% |
0-064 |
0.2% |
9% |
False |
True |
486,460 |
| 10 |
124-265 |
124-105 |
0-160 |
0.4% |
0-055 |
0.1% |
9% |
False |
True |
440,146 |
| 20 |
124-265 |
124-077 |
0-188 |
0.5% |
0-050 |
0.1% |
23% |
False |
False |
364,089 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-046 |
0.1% |
66% |
False |
False |
183,170 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-032 |
0.1% |
66% |
False |
False |
122,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-000 |
|
2.618 |
125-154 |
|
1.618 |
125-052 |
|
1.000 |
124-309 |
|
0.618 |
124-270 |
|
HIGH |
124-207 |
|
0.618 |
124-168 |
|
0.500 |
124-156 |
|
0.382 |
124-144 |
|
LOW |
124-105 |
|
0.618 |
124-042 |
|
1.000 |
124-003 |
|
1.618 |
123-260 |
|
2.618 |
123-158 |
|
4.250 |
122-312 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-156 |
124-170 |
| PP |
124-144 |
124-153 |
| S1 |
124-132 |
124-137 |
|