ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 124-040 124-000 -0-040 -0.1% 123-310
High 124-070 124-085 0-015 0.0% 124-027
Low 123-292 123-297 0-005 0.0% 123-222
Close 124-000 124-080 0-080 0.2% 124-017
Range 0-098 0-108 0-010 10.2% 0-125
ATR 0-073 0-076 0-002 3.4% 0-000
Volume 133,922 501,066 367,144 274.1% 2,609,905
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-051 125-014 124-139
R3 124-263 124-226 124-110
R2 124-155 124-155 124-100
R1 124-118 124-118 124-090 124-136
PP 124-047 124-047 124-047 124-057
S1 124-010 124-010 124-070 124-028
S2 123-259 123-259 124-060
S3 123-151 123-222 124-050
S4 123-043 123-114 124-021
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
5 124-085 123-222 0-183 0.5% 0-094 0.2% 97% True False 382,220
10 124-085 123-222 0-183 0.5% 0-078 0.2% 97% True False 452,959
20 124-247 123-222 1-025 0.9% 0-073 0.2% 52% False False 413,719
40 124-247 123-222 1-025 0.9% 0-075 0.2% 52% False False 457,127
60 124-247 123-100 1-147 1.2% 0-071 0.2% 64% False False 366,238
80 124-247 123-100 1-147 1.2% 0-062 0.2% 64% False False 274,953
100 124-247 123-040 1-207 1.3% 0-050 0.1% 68% False False 219,964
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 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-224
2.618 125-048
1.618 124-260
1.000 124-193
0.618 124-152
HIGH 124-085
0.618 124-044
0.500 124-031
0.382 124-018
LOW 123-297
0.618 123-230
1.000 123-189
1.618 123-122
2.618 123-014
4.250 122-158
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 124-064 124-063
PP 124-047 124-046
S1 124-031 124-028

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

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