ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 123-310 123-257 -0-053 -0.1% 124-157
High 124-000 124-002 0-002 0.0% 124-167
Low 123-257 123-257 0-000 0.0% 123-267
Close 123-280 123-312 0-032 0.1% 124-000
Range 0-063 0-065 0-002 3.2% 0-220
ATR 0-068 0-067 0-000 -0.3% 0-000
Volume 449,839 546,099 96,260 21.4% 2,442,576
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-172 124-147 124-028
R3 124-107 124-082 124-010
R2 124-042 124-042 124-004
R1 124-017 124-017 123-318 124-030
PP 123-297 123-297 123-297 123-303
S1 123-272 123-272 123-306 123-284
S2 123-232 123-232 123-300
S3 123-167 123-207 123-294
S4 123-102 123-142 123-276
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
5 124-107 123-257 0-170 0.4% 0-077 0.2% 32% False True 549,067
10 124-180 123-257 0-243 0.6% 0-067 0.2% 23% False True 460,155
20 124-247 123-257 0-310 0.8% 0-061 0.2% 18% False True 426,700
40 124-247 123-257 0-310 0.8% 0-073 0.2% 18% False True 478,074
60 124-247 123-100 1-147 1.2% 0-070 0.2% 45% False False 326,334
80 124-247 123-100 1-147 1.2% 0-055 0.1% 45% False False 244,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 124-278
2.618 124-172
1.618 124-107
1.000 124-067
0.618 124-042
HIGH 124-002
0.618 123-297
0.500 123-290
0.382 123-282
LOW 123-257
0.618 123-217
1.000 123-192
1.618 123-152
2.618 123-087
4.250 122-301
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 123-304 123-306
PP 123-297 123-300
S1 123-290 123-294

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

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