ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 123-272 123-310 0-038 0.1% 124-157
High 124-012 124-000 -0-012 0.0% 124-167
Low 123-270 123-257 -0-013 0.0% 123-267
Close 124-000 123-280 -0-040 -0.1% 124-000
Range 0-062 0-063 0-001 1.6% 0-220
ATR 0-068 0-068 0-000 -0.5% 0-000
Volume 523,285 449,839 -73,446 -14.0% 2,442,576
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-155 124-120 123-315
R3 124-092 124-057 123-297
R2 124-029 124-029 123-292
R1 123-314 123-314 123-286 123-300
PP 123-286 123-286 123-286 123-278
S1 123-251 123-251 123-274 123-237
S2 123-223 123-223 123-268
S3 123-160 123-188 123-263
S4 123-097 123-125 123-245
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 126-058 125-249 124-121
R3 125-158 125-029 124-060
R2 124-258 124-258 124-040
R1 124-129 124-129 124-020 124-084
PP 124-038 124-038 124-038 124-015
S1 123-229 123-229 123-300 123-184
S2 123-138 123-138 123-280
S3 122-238 123-009 123-260
S4 122-018 122-109 123-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-165 123-257 0-228 0.6% 0-078 0.2% 10% False True 528,498
10 124-207 123-257 0-270 0.7% 0-067 0.2% 9% False True 442,249
20 124-247 123-257 0-310 0.8% 0-061 0.2% 7% False True 422,388
40 124-247 123-257 0-310 0.8% 0-073 0.2% 7% False True 469,548
60 124-247 123-100 1-147 1.2% 0-070 0.2% 39% False False 317,252
80 124-247 123-100 1-147 1.2% 0-055 0.1% 39% False False 238,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-268
2.618 124-165
1.618 124-102
1.000 124-063
0.618 124-039
HIGH 124-000
0.618 123-296
0.500 123-288
0.382 123-281
LOW 123-257
0.618 123-218
1.000 123-194
1.618 123-155
2.618 123-092
4.250 122-309
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 123-288 123-294
PP 123-286 123-290
S1 123-283 123-285

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

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