ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 124-070 124-102 0-032 0.1% 124-032
High 124-125 124-150 0-025 0.1% 124-130
Low 124-052 124-100 0-048 0.1% 124-015
Close 124-110 124-127 0-017 0.0% 124-110
Range 0-073 0-050 -0-023 -31.5% 0-115
ATR 0-081 0-079 -0-002 -2.7% 0-000
Volume 438,064 405,901 -32,163 -7.3% 2,230,881
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 124-276 124-251 124-154
R3 124-226 124-201 124-141
R2 124-176 124-176 124-136
R1 124-151 124-151 124-132 124-164
PP 124-126 124-126 124-126 124-132
S1 124-101 124-101 124-122 124-114
S2 124-076 124-076 124-118
S3 124-026 124-051 124-113
S4 123-296 124-001 124-100
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 125-110 125-065 124-173
R3 124-315 124-270 124-142
R2 124-200 124-200 124-131
R1 124-155 124-155 124-121 124-178
PP 124-085 124-085 124-085 124-096
S1 124-040 124-040 124-099 124-062
S2 123-290 123-290 124-089
S3 123-175 123-245 124-078
S4 123-060 123-130 124-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-150 124-015 0-135 0.3% 0-066 0.2% 83% True False 459,671
10 124-152 123-302 0-170 0.4% 0-080 0.2% 85% False False 519,405
20 124-232 123-302 0-250 0.6% 0-085 0.2% 58% False False 516,708
40 124-232 123-100 1-132 1.1% 0-075 0.2% 77% False False 264,683
60 124-232 123-100 1-132 1.1% 0-053 0.1% 77% False False 176,557
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-042
2.618 124-281
1.618 124-231
1.000 124-200
0.618 124-181
HIGH 124-150
0.618 124-131
0.500 124-125
0.382 124-119
LOW 124-100
0.618 124-069
1.000 124-050
1.618 124-019
2.618 123-289
4.250 123-208
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 124-126 124-118
PP 124-126 124-110
S1 124-125 124-101

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These figures are updated between 7pm and 10pm EST after a trading day.

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