ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-050 |
124-007 |
-0-043 |
-0.1% |
124-222 |
| High |
124-062 |
124-052 |
-0-010 |
0.0% |
124-257 |
| Low |
123-302 |
123-305 |
0-003 |
0.0% |
124-092 |
| Close |
124-000 |
124-027 |
0-027 |
0.1% |
124-122 |
| Range |
0-080 |
0-067 |
-0-013 |
-16.3% |
0-165 |
| ATR |
0-058 |
0-058 |
0-001 |
1.1% |
0-000 |
| Volume |
704,487 |
619,013 |
-85,474 |
-12.1% |
2,407,789 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-222 |
124-192 |
124-064 |
|
| R3 |
124-155 |
124-125 |
124-045 |
|
| R2 |
124-088 |
124-088 |
124-039 |
|
| R1 |
124-058 |
124-058 |
124-033 |
124-073 |
| PP |
124-021 |
124-021 |
124-021 |
124-029 |
| S1 |
123-311 |
123-311 |
124-021 |
124-006 |
| S2 |
123-274 |
123-274 |
124-015 |
|
| S3 |
123-207 |
123-244 |
124-009 |
|
| S4 |
123-140 |
123-177 |
123-310 |
|
|
| 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 |
124-207 |
123-302 |
0-225 |
0.6% |
0-074 |
0.2% |
20% |
False |
False |
592,753 |
| 10 |
124-265 |
123-302 |
0-283 |
0.7% |
0-063 |
0.2% |
16% |
False |
False |
502,691 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-056 |
0.1% |
16% |
False |
False |
470,771 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-050 |
0.1% |
44% |
False |
False |
239,267 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-037 |
0.1% |
44% |
False |
False |
159,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-017 |
|
2.618 |
124-227 |
|
1.618 |
124-160 |
|
1.000 |
124-119 |
|
0.618 |
124-093 |
|
HIGH |
124-052 |
|
0.618 |
124-026 |
|
0.500 |
124-018 |
|
0.382 |
124-011 |
|
LOW |
123-305 |
|
0.618 |
123-264 |
|
1.000 |
123-238 |
|
1.618 |
123-197 |
|
2.618 |
123-130 |
|
4.250 |
123-020 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-024 |
124-051 |
| PP |
124-021 |
124-043 |
| S1 |
124-018 |
124-035 |
|