ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 124-162 124-102 -0-060 -0.2% 124-147
High 124-165 124-107 -0-058 -0.1% 124-217
Low 124-097 123-290 -0-127 -0.3% 124-105
Close 124-110 123-297 -0-133 -0.3% 124-155
Range 0-068 0-137 0-069 101.5% 0-112
ATR 0-064 0-069 0-005 8.5% 0-000
Volume 443,258 624,802 181,544 41.0% 1,639,413
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-109 125-020 124-052
R3 124-292 124-203 124-015
R2 124-155 124-155 124-002
R1 124-066 124-066 123-310 124-042
PP 124-018 124-018 124-018 124-006
S1 123-249 123-249 123-284 123-225
S2 123-201 123-201 123-272
S3 123-064 123-112 123-259
S4 122-247 122-295 123-222
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-175 125-117 124-217
R3 125-063 125-005 124-186
R2 124-271 124-271 124-176
R1 124-213 124-213 124-165 124-242
PP 124-159 124-159 124-159 124-174
S1 124-101 124-101 124-145 124-130
S2 124-047 124-047 124-134
S3 123-255 123-309 124-124
S4 123-143 123-197 124-093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 123-290 0-210 0.5% 0-073 0.2% 3% False True 422,968
10 124-247 123-290 0-277 0.7% 0-069 0.2% 3% False True 374,479
20 124-247 123-290 0-277 0.7% 0-061 0.2% 3% False True 415,293
40 124-247 123-190 1-057 1.0% 0-075 0.2% 28% False False 434,335
60 124-247 123-100 1-147 1.2% 0-068 0.2% 42% False False 291,067
80 124-247 123-100 1-147 1.2% 0-052 0.1% 42% False False 218,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 126-049
2.618 125-146
1.618 125-009
1.000 124-244
0.618 124-192
HIGH 124-107
0.618 124-055
0.500 124-038
0.382 124-022
LOW 123-290
0.618 123-205
1.000 123-153
1.618 123-068
2.618 122-251
4.250 122-028
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 124-038 124-068
PP 124-018 124-038
S1 123-318 124-008

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

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