ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 123-257 123-312 0-055 0.1% 124-157
High 124-002 124-025 0-023 0.1% 124-167
Low 123-257 123-285 0-028 0.1% 123-267
Close 123-312 124-015 0-023 0.1% 124-000
Range 0-065 0-060 -0-005 -7.7% 0-220
ATR 0-067 0-067 -0-001 -0.8% 0-000
Volume 546,099 497,957 -48,142 -8.8% 2,442,576
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-182 124-158 124-048
R3 124-122 124-098 124-032
R2 124-062 124-062 124-026
R1 124-038 124-038 124-020 124-050
PP 124-002 124-002 124-002 124-008
S1 123-298 123-298 124-010 123-310
S2 123-262 123-262 124-004
S3 123-202 123-238 123-318
S4 123-142 123-178 123-302
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
5 124-025 123-257 0-088 0.2% 0-062 0.2% 89% True False 523,698
10 124-180 123-257 0-243 0.6% 0-067 0.2% 32% False False 473,333
20 124-247 123-257 0-310 0.8% 0-060 0.2% 25% False False 423,904
40 124-247 123-257 0-310 0.8% 0-073 0.2% 25% False False 478,865
60 124-247 123-100 1-147 1.2% 0-070 0.2% 50% False False 334,626
80 124-247 123-100 1-147 1.2% 0-056 0.1% 50% False False 251,065
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 124-280
2.618 124-182
1.618 124-122
1.000 124-085
0.618 124-062
HIGH 124-025
0.618 124-002
0.500 123-315
0.382 123-308
LOW 123-285
0.618 123-248
1.000 123-225
1.618 123-188
2.618 123-128
4.250 123-030
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 124-008 124-004
PP 124-002 123-312
S1 123-315 123-301

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

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