ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-055 |
124-092 |
0-037 |
0.1% |
124-045 |
| High |
124-130 |
124-145 |
0-015 |
0.0% |
124-145 |
| Low |
124-030 |
124-087 |
0-057 |
0.1% |
124-030 |
| Close |
124-120 |
124-127 |
0-007 |
0.0% |
124-127 |
| Range |
0-100 |
0-058 |
-0-042 |
-42.0% |
0-115 |
| ATR |
0-061 |
0-061 |
0-000 |
-0.3% |
0-000 |
| Volume |
378,190 |
259,551 |
-118,639 |
-31.4% |
827,061 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-294 |
124-268 |
124-159 |
|
| R3 |
124-236 |
124-210 |
124-143 |
|
| R2 |
124-178 |
124-178 |
124-138 |
|
| R1 |
124-152 |
124-152 |
124-132 |
124-165 |
| PP |
124-120 |
124-120 |
124-120 |
124-126 |
| S1 |
124-094 |
124-094 |
124-122 |
124-107 |
| S2 |
124-062 |
124-062 |
124-116 |
|
| S3 |
124-004 |
124-036 |
124-111 |
|
| S4 |
123-266 |
123-298 |
124-095 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-126 |
125-081 |
124-190 |
|
| R3 |
125-011 |
124-286 |
124-159 |
|
| R2 |
124-216 |
124-216 |
124-148 |
|
| R1 |
124-171 |
124-171 |
124-138 |
124-194 |
| PP |
124-101 |
124-101 |
124-101 |
124-112 |
| S1 |
124-056 |
124-056 |
124-116 |
124-078 |
| S2 |
123-306 |
123-306 |
124-106 |
|
| S3 |
123-191 |
123-261 |
124-095 |
|
| S4 |
123-076 |
123-146 |
124-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-145 |
124-005 |
0-140 |
0.4% |
0-067 |
0.2% |
87% |
True |
False |
247,864 |
| 10 |
124-145 |
123-302 |
0-163 |
0.4% |
0-065 |
0.2% |
89% |
True |
False |
396,655 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-060 |
0.2% |
51% |
False |
False |
418,400 |
| 40 |
124-265 |
123-290 |
0-295 |
0.7% |
0-052 |
0.1% |
53% |
False |
False |
282,296 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-043 |
0.1% |
68% |
False |
False |
188,224 |
| 80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-033 |
0.1% |
68% |
False |
False |
141,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-072 |
|
2.618 |
124-297 |
|
1.618 |
124-239 |
|
1.000 |
124-203 |
|
0.618 |
124-181 |
|
HIGH |
124-145 |
|
0.618 |
124-123 |
|
0.500 |
124-116 |
|
0.382 |
124-109 |
|
LOW |
124-087 |
|
0.618 |
124-051 |
|
1.000 |
124-029 |
|
1.618 |
123-313 |
|
2.618 |
123-255 |
|
4.250 |
123-160 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-123 |
124-114 |
| PP |
124-120 |
124-101 |
| S1 |
124-116 |
124-088 |
|