ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 124-102 123-287 -0-135 -0.3% 124-147
High 124-107 124-005 -0-102 -0.3% 124-217
Low 123-290 123-267 -0-023 -0.1% 124-105
Close 123-297 123-285 -0-012 0.0% 124-155
Range 0-137 0-058 -0-079 -57.7% 0-112
ATR 0-069 0-068 -0-001 -1.2% 0-000
Volume 624,802 601,310 -23,492 -3.8% 1,639,413
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-146 124-114 123-317
R3 124-088 124-056 123-301
R2 124-030 124-030 123-296
R1 123-318 123-318 123-290 123-305
PP 123-292 123-292 123-292 123-286
S1 123-260 123-260 123-280 123-247
S2 123-234 123-234 123-274
S3 123-176 123-202 123-269
S4 123-118 123-144 123-253
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
5 124-180 123-267 0-233 0.6% 0-070 0.2% 8% False True 452,713
10 124-217 123-267 0-270 0.7% 0-070 0.2% 7% False True 399,550
20 124-247 123-267 0-300 0.8% 0-061 0.2% 6% False True 415,930
40 124-247 123-267 0-300 0.8% 0-073 0.2% 6% False True 448,726
60 124-247 123-100 1-147 1.2% 0-069 0.2% 40% False False 301,089
80 124-247 123-100 1-147 1.2% 0-053 0.1% 40% False False 225,851
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-252
2.618 124-157
1.618 124-099
1.000 124-063
0.618 124-041
HIGH 124-005
0.618 123-303
0.500 123-296
0.382 123-289
LOW 123-267
0.618 123-231
1.000 123-209
1.618 123-173
2.618 123-115
4.250 123-020
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 123-296 124-056
PP 123-292 124-026
S1 123-289 123-315

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

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