ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 124-072 124-055 -0-017 0.0% 124-030
High 124-087 124-090 0-003 0.0% 124-090
Low 124-040 123-297 -0-063 -0.2% 123-292
Close 124-077 124-075 -0-002 0.0% 124-075
Range 0-047 0-113 0-066 140.4% 0-118
ATR 0-074 0-077 0-003 3.8% 0-000
Volume 385,269 447,653 62,384 16.2% 1,628,014
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-066 125-024 124-137
R3 124-273 124-231 124-106
R2 124-160 124-160 124-096
R1 124-118 124-118 124-085 124-139
PP 124-047 124-047 124-047 124-058
S1 124-005 124-005 124-065 124-026
S2 123-254 123-254 124-054
S3 123-141 123-212 124-044
S4 123-028 123-099 124-013
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-080 125-035 124-140
R3 124-282 124-237 124-107
R2 124-164 124-164 124-097
R1 124-119 124-119 124-086 124-142
PP 124-046 124-046 124-046 124-057
S1 124-001 124-001 124-064 124-024
S2 123-248 123-248 124-053
S3 123-130 123-203 124-043
S4 123-012 123-085 124-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-090 123-292 0-118 0.3% 0-082 0.2% 87% True False 325,602
10 124-090 123-222 0-188 0.5% 0-082 0.2% 92% True False 423,791
20 124-217 123-222 0-315 0.8% 0-075 0.2% 55% False False 415,995
40 124-247 123-222 1-025 0.9% 0-071 0.2% 50% False False 445,531
60 124-247 123-100 1-147 1.2% 0-072 0.2% 63% False False 379,988
80 124-247 123-100 1-147 1.2% 0-063 0.2% 63% False False 285,365
100 124-247 123-040 1-207 1.3% 0-051 0.1% 67% False False 228,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-250
2.618 125-066
1.618 124-273
1.000 124-203
0.618 124-160
HIGH 124-090
0.618 124-047
0.500 124-034
0.382 124-020
LOW 123-297
0.618 123-227
1.000 123-184
1.618 123-114
2.618 123-001
4.250 122-137
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 124-061 124-061
PP 124-047 124-047
S1 124-034 124-034

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

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