ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-042 |
124-055 |
0-013 |
0.0% |
124-120 |
| High |
124-075 |
124-130 |
0-055 |
0.1% |
124-120 |
| Low |
124-030 |
124-030 |
0-000 |
0.0% |
123-302 |
| Close |
124-055 |
124-120 |
0-065 |
0.2% |
124-065 |
| Range |
0-045 |
0-100 |
0-055 |
122.2% |
0-138 |
| ATR |
0-058 |
0-061 |
0-003 |
5.2% |
0-000 |
| Volume |
108,809 |
378,190 |
269,381 |
247.6% |
2,669,650 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-073 |
125-037 |
124-175 |
|
| R3 |
124-293 |
124-257 |
124-148 |
|
| R2 |
124-193 |
124-193 |
124-138 |
|
| R1 |
124-157 |
124-157 |
124-129 |
124-175 |
| PP |
124-093 |
124-093 |
124-093 |
124-102 |
| S1 |
124-057 |
124-057 |
124-111 |
124-075 |
| S2 |
123-313 |
123-313 |
124-102 |
|
| S3 |
123-213 |
123-277 |
124-092 |
|
| S4 |
123-113 |
123-177 |
124-065 |
|
|
| 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 |
124-130 |
124-005 |
0-125 |
0.3% |
0-065 |
0.2% |
92% |
True |
False |
292,566 |
| 10 |
124-207 |
123-302 |
0-225 |
0.6% |
0-070 |
0.2% |
61% |
False |
False |
442,660 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-060 |
0.1% |
49% |
False |
False |
434,337 |
| 40 |
124-265 |
123-240 |
1-025 |
0.9% |
0-052 |
0.1% |
58% |
False |
False |
275,808 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-042 |
0.1% |
66% |
False |
False |
183,898 |
| 80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-032 |
0.1% |
66% |
False |
False |
137,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-235 |
|
2.618 |
125-072 |
|
1.618 |
124-292 |
|
1.000 |
124-230 |
|
0.618 |
124-192 |
|
HIGH |
124-130 |
|
0.618 |
124-092 |
|
0.500 |
124-080 |
|
0.382 |
124-068 |
|
LOW |
124-030 |
|
0.618 |
123-288 |
|
1.000 |
123-250 |
|
1.618 |
123-188 |
|
2.618 |
123-088 |
|
4.250 |
122-245 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-107 |
124-107 |
| PP |
124-093 |
124-093 |
| S1 |
124-080 |
124-080 |
|