ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 123-312 123-315 0-003 0.0% 124-157
High 124-025 124-000 -0-025 -0.1% 124-167
Low 123-285 123-225 -0-060 -0.2% 123-267
Close 124-015 123-247 -0-088 -0.2% 124-000
Range 0-060 0-095 0-035 58.3% 0-220
ATR 0-067 0-070 0-003 4.6% 0-000
Volume 497,957 645,505 147,548 29.6% 2,442,576
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-229 124-173 123-299
R3 124-134 124-078 123-273
R2 124-039 124-039 123-264
R1 123-303 123-303 123-256 123-284
PP 123-264 123-264 123-264 123-254
S1 123-208 123-208 123-238 123-188
S2 123-169 123-169 123-230
S3 123-074 123-113 123-221
S4 122-299 123-018 123-195
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
5 124-025 123-225 0-120 0.3% 0-069 0.2% 18% False True 532,537
10 124-180 123-225 0-275 0.7% 0-069 0.2% 8% False True 492,625
20 124-247 123-225 1-022 0.9% 0-064 0.2% 6% False True 430,233
40 124-247 123-225 1-022 0.9% 0-074 0.2% 6% False True 480,909
60 124-247 123-100 1-147 1.2% 0-070 0.2% 31% False False 345,344
80 124-247 123-100 1-147 1.2% 0-057 0.1% 31% False False 259,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 125-084
2.618 124-249
1.618 124-154
1.000 124-095
0.618 124-059
HIGH 124-000
0.618 123-284
0.500 123-272
0.382 123-261
LOW 123-225
0.618 123-166
1.000 123-130
1.618 123-071
2.618 122-296
4.250 122-141
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 123-272 123-285
PP 123-264 123-272
S1 123-256 123-260

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

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