ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-185 |
124-107 |
-0-078 |
-0.2% |
124-222 |
| High |
124-207 |
124-142 |
-0-065 |
-0.2% |
124-257 |
| Low |
124-105 |
124-092 |
-0-013 |
0.0% |
124-092 |
| Close |
124-120 |
124-122 |
0-002 |
0.0% |
124-122 |
| Range |
0-102 |
0-050 |
-0-052 |
-51.0% |
0-165 |
| ATR |
0-055 |
0-054 |
0-000 |
-0.6% |
0-000 |
| Volume |
719,600 |
469,840 |
-249,760 |
-34.7% |
2,407,789 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-269 |
124-245 |
124-150 |
|
| R3 |
124-219 |
124-195 |
124-136 |
|
| R2 |
124-169 |
124-169 |
124-131 |
|
| R1 |
124-145 |
124-145 |
124-127 |
124-157 |
| PP |
124-119 |
124-119 |
124-119 |
124-124 |
| S1 |
124-095 |
124-095 |
124-117 |
124-107 |
| S2 |
124-069 |
124-069 |
124-113 |
|
| S3 |
124-019 |
124-045 |
124-108 |
|
| S4 |
123-289 |
123-315 |
124-094 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-012 |
125-232 |
124-213 |
|
| R3 |
125-167 |
125-067 |
124-167 |
|
| R2 |
125-002 |
125-002 |
124-152 |
|
| R1 |
124-222 |
124-222 |
124-137 |
124-190 |
| PP |
124-157 |
124-157 |
124-157 |
124-141 |
| S1 |
124-057 |
124-057 |
124-107 |
124-024 |
| S2 |
123-312 |
123-312 |
124-092 |
|
| S3 |
123-147 |
123-212 |
124-077 |
|
| S4 |
122-302 |
123-047 |
124-031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-257 |
124-092 |
0-165 |
0.4% |
0-060 |
0.2% |
18% |
False |
True |
481,557 |
| 10 |
124-265 |
124-092 |
0-173 |
0.4% |
0-056 |
0.1% |
17% |
False |
True |
442,293 |
| 20 |
124-265 |
124-077 |
0-188 |
0.5% |
0-051 |
0.1% |
24% |
False |
False |
387,342 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-046 |
0.1% |
66% |
False |
False |
194,916 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-033 |
0.1% |
66% |
False |
False |
129,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-034 |
|
2.618 |
124-273 |
|
1.618 |
124-223 |
|
1.000 |
124-192 |
|
0.618 |
124-173 |
|
HIGH |
124-142 |
|
0.618 |
124-123 |
|
0.500 |
124-117 |
|
0.382 |
124-111 |
|
LOW |
124-092 |
|
0.618 |
124-061 |
|
1.000 |
124-042 |
|
1.618 |
124-011 |
|
2.618 |
123-281 |
|
4.250 |
123-200 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-120 |
124-156 |
| PP |
124-119 |
124-145 |
| S1 |
124-117 |
124-133 |
|