ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-007 |
124-027 |
0-020 |
0.1% |
124-222 |
| High |
124-052 |
124-062 |
0-010 |
0.0% |
124-257 |
| Low |
123-305 |
124-015 |
0-030 |
0.1% |
124-092 |
| Close |
124-027 |
124-025 |
-0-002 |
0.0% |
124-122 |
| Range |
0-067 |
0-047 |
-0-020 |
-29.9% |
0-165 |
| ATR |
0-058 |
0-058 |
-0-001 |
-1.4% |
0-000 |
| Volume |
619,013 |
483,059 |
-135,954 |
-22.0% |
2,407,789 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-175 |
124-147 |
124-051 |
|
| R3 |
124-128 |
124-100 |
124-038 |
|
| R2 |
124-081 |
124-081 |
124-034 |
|
| R1 |
124-053 |
124-053 |
124-029 |
124-044 |
| PP |
124-034 |
124-034 |
124-034 |
124-029 |
| S1 |
124-006 |
124-006 |
124-021 |
123-316 |
| S2 |
123-307 |
123-307 |
124-016 |
|
| S3 |
123-260 |
123-279 |
124-012 |
|
| S4 |
123-213 |
123-232 |
123-319 |
|
|
| 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 |
124-142 |
123-302 |
0-160 |
0.4% |
0-063 |
0.2% |
27% |
False |
False |
545,445 |
| 10 |
124-265 |
123-302 |
0-283 |
0.7% |
0-064 |
0.2% |
15% |
False |
False |
515,953 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-056 |
0.1% |
15% |
False |
False |
491,112 |
| 40 |
124-265 |
123-160 |
1-105 |
1.1% |
0-051 |
0.1% |
44% |
False |
False |
251,343 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-037 |
0.1% |
44% |
False |
False |
167,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-262 |
|
2.618 |
124-185 |
|
1.618 |
124-138 |
|
1.000 |
124-109 |
|
0.618 |
124-091 |
|
HIGH |
124-062 |
|
0.618 |
124-044 |
|
0.500 |
124-038 |
|
0.382 |
124-033 |
|
LOW |
124-015 |
|
0.618 |
123-306 |
|
1.000 |
123-288 |
|
1.618 |
123-259 |
|
2.618 |
123-212 |
|
4.250 |
123-135 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-038 |
124-024 |
| PP |
124-034 |
124-023 |
| S1 |
124-030 |
124-022 |
|