ECBOT 5 Year T-Note Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
124-092 |
124-125 |
0-033 |
0.1% |
124-045 |
| High |
124-145 |
124-147 |
0-002 |
0.0% |
124-145 |
| Low |
124-087 |
124-042 |
-0-045 |
-0.1% |
124-030 |
| Close |
124-127 |
124-132 |
0-005 |
0.0% |
124-127 |
| Range |
0-058 |
0-105 |
0-047 |
81.0% |
0-115 |
| ATR |
0-061 |
0-064 |
0-003 |
5.2% |
0-000 |
| Volume |
259,551 |
254,069 |
-5,482 |
-2.1% |
827,061 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-102 |
125-062 |
124-190 |
|
| R3 |
124-317 |
124-277 |
124-161 |
|
| R2 |
124-212 |
124-212 |
124-151 |
|
| R1 |
124-172 |
124-172 |
124-142 |
124-192 |
| PP |
124-107 |
124-107 |
124-107 |
124-117 |
| S1 |
124-067 |
124-067 |
124-122 |
124-087 |
| S2 |
124-002 |
124-002 |
124-113 |
|
| S3 |
123-217 |
123-282 |
124-103 |
|
| S4 |
123-112 |
123-177 |
124-074 |
|
|
| 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 |
124-147 |
124-030 |
0-117 |
0.3% |
0-070 |
0.2% |
87% |
True |
False |
216,226 |
| 10 |
124-147 |
123-302 |
0-165 |
0.4% |
0-071 |
0.2% |
91% |
True |
False |
375,078 |
| 20 |
124-265 |
123-302 |
0-283 |
0.7% |
0-063 |
0.2% |
53% |
False |
False |
408,685 |
| 40 |
124-265 |
123-290 |
0-295 |
0.7% |
0-054 |
0.1% |
55% |
False |
False |
288,633 |
| 60 |
124-265 |
123-160 |
1-105 |
1.1% |
0-045 |
0.1% |
69% |
False |
False |
192,458 |
| 80 |
124-265 |
123-160 |
1-105 |
1.1% |
0-034 |
0.1% |
69% |
False |
False |
144,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-273 |
|
2.618 |
125-102 |
|
1.618 |
124-317 |
|
1.000 |
124-252 |
|
0.618 |
124-212 |
|
HIGH |
124-147 |
|
0.618 |
124-107 |
|
0.500 |
124-094 |
|
0.382 |
124-082 |
|
LOW |
124-042 |
|
0.618 |
123-297 |
|
1.000 |
123-257 |
|
1.618 |
123-192 |
|
2.618 |
123-087 |
|
4.250 |
122-236 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
124-120 |
124-118 |
| PP |
124-107 |
124-103 |
| S1 |
124-094 |
124-088 |
|