ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 124-030 124-040 0-010 0.0% 123-310
High 124-052 124-070 0-018 0.0% 124-027
Low 124-010 123-292 -0-038 -0.1% 123-222
Close 124-040 124-000 -0-040 -0.1% 124-017
Range 0-042 0-098 0-056 133.3% 0-125
ATR 0-072 0-073 0-002 2.6% 0-000
Volume 160,104 133,922 -26,182 -16.4% 2,609,905
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-308 124-252 124-054
R3 124-210 124-154 124-027
R2 124-112 124-112 124-018
R1 124-056 124-056 124-009 124-035
PP 124-014 124-014 124-014 124-004
S1 123-278 123-278 123-311 123-257
S2 123-236 123-236 123-302
S3 123-138 123-180 123-293
S4 123-040 123-082 123-266
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-037 124-312 124-086
R3 124-232 124-187 124-051
R2 124-107 124-107 124-040
R1 124-062 124-062 124-028 124-084
PP 123-302 123-302 123-302 123-313
S1 123-257 123-257 124-006 123-280
S2 123-177 123-177 123-314
S3 123-052 123-132 123-303
S4 122-247 123-007 123-268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-070 123-222 0-168 0.4% 0-084 0.2% 58% True False 381,598
10 124-107 123-222 0-205 0.5% 0-080 0.2% 48% False False 465,332
20 124-247 123-222 1-025 0.9% 0-070 0.2% 28% False False 403,528
40 124-247 123-222 1-025 0.9% 0-073 0.2% 28% False False 456,671
60 124-247 123-100 1-147 1.2% 0-070 0.2% 47% False False 357,946
80 124-247 123-100 1-147 1.2% 0-061 0.2% 47% False False 268,690
100 124-247 123-040 1-207 1.3% 0-049 0.1% 53% False False 214,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-166
2.618 125-007
1.618 124-229
1.000 124-168
0.618 124-131
HIGH 124-070
0.618 124-033
0.500 124-021
0.382 124-009
LOW 123-292
0.618 123-231
1.000 123-194
1.618 123-133
2.618 123-035
4.250 122-196
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 124-021 123-315
PP 124-014 123-311
S1 124-007 123-306

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

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