ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-045 |
124-042 |
-0-003 |
0.0% |
124-120 |
| High |
124-075 |
124-075 |
0-000 |
0.0% |
124-120 |
| Low |
124-032 |
124-030 |
-0-002 |
0.0% |
123-302 |
| Close |
124-040 |
124-055 |
0-015 |
0.0% |
124-065 |
| Range |
0-043 |
0-045 |
0-002 |
4.7% |
0-138 |
| ATR |
0-059 |
0-058 |
-0-001 |
-1.7% |
0-000 |
| Volume |
80,511 |
108,809 |
28,298 |
35.1% |
2,669,650 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-188 |
124-167 |
124-080 |
|
| R3 |
124-143 |
124-122 |
124-067 |
|
| R2 |
124-098 |
124-098 |
124-063 |
|
| R1 |
124-077 |
124-077 |
124-059 |
124-088 |
| PP |
124-053 |
124-053 |
124-053 |
124-059 |
| S1 |
124-032 |
124-032 |
124-051 |
124-042 |
| S2 |
124-008 |
124-008 |
124-047 |
|
| S3 |
123-283 |
123-307 |
124-043 |
|
| S4 |
123-238 |
123-262 |
124-030 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-150 |
125-085 |
124-141 |
|
| R3 |
125-012 |
124-267 |
124-103 |
|
| R2 |
124-194 |
124-194 |
124-090 |
|
| R1 |
124-129 |
124-129 |
124-078 |
124-092 |
| PP |
124-056 |
124-056 |
124-056 |
124-037 |
| S1 |
123-311 |
123-311 |
124-052 |
123-274 |
| S2 |
123-238 |
123-238 |
124-040 |
|
| S3 |
123-100 |
123-173 |
124-027 |
|
| S4 |
122-282 |
123-035 |
123-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-095 |
123-305 |
0-110 |
0.3% |
0-058 |
0.1% |
64% |
False |
False |
340,730 |
| 10 |
124-220 |
123-302 |
0-238 |
0.6% |
0-065 |
0.2% |
31% |
False |
False |
467,006 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-057 |
0.1% |
26% |
False |
False |
467,453 |
| 40 |
124-265 |
123-210 |
1-055 |
0.9% |
0-052 |
0.1% |
44% |
False |
False |
266,354 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-040 |
0.1% |
51% |
False |
False |
177,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-266 |
|
2.618 |
124-193 |
|
1.618 |
124-148 |
|
1.000 |
124-120 |
|
0.618 |
124-103 |
|
HIGH |
124-075 |
|
0.618 |
124-058 |
|
0.500 |
124-052 |
|
0.382 |
124-047 |
|
LOW |
124-030 |
|
0.618 |
124-002 |
|
1.000 |
123-305 |
|
1.618 |
123-277 |
|
2.618 |
123-232 |
|
4.250 |
123-159 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-054 |
124-053 |
| PP |
124-053 |
124-052 |
| S1 |
124-052 |
124-050 |
|