ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 124-055 124-087 0-032 0.1% 124-030
High 124-090 124-137 0-047 0.1% 124-090
Low 123-297 124-077 0-100 0.3% 123-292
Close 124-075 124-122 0-047 0.1% 124-075
Range 0-113 0-060 -0-053 -46.9% 0-118
ATR 0-077 0-076 -0-001 -1.4% 0-000
Volume 447,653 361,307 -86,346 -19.3% 1,628,014
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-292 124-267 124-155
R3 124-232 124-207 124-138
R2 124-172 124-172 124-133
R1 124-147 124-147 124-128 124-160
PP 124-112 124-112 124-112 124-118
S1 124-087 124-087 124-116 124-100
S2 124-052 124-052 124-111
S3 123-312 124-027 124-106
S4 123-252 123-287 124-089
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
5 124-137 123-292 0-165 0.4% 0-085 0.2% 91% True False 365,843
10 124-137 123-222 0-235 0.6% 0-081 0.2% 94% True False 414,938
20 124-207 123-222 0-305 0.8% 0-074 0.2% 72% False False 428,594
40 124-247 123-222 1-025 0.9% 0-071 0.2% 64% False False 444,780
60 124-247 123-100 1-147 1.2% 0-073 0.2% 73% False False 385,925
80 124-247 123-100 1-147 1.2% 0-064 0.2% 73% False False 289,880
100 124-247 123-040 1-207 1.3% 0-052 0.1% 76% False False 231,906
Crabel Price Patterns
NR True
NR4 False
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-072
2.618 124-294
1.618 124-234
1.000 124-197
0.618 124-174
HIGH 124-137
0.618 124-114
0.500 124-107
0.382 124-100
LOW 124-077
0.618 124-040
1.000 124-017
1.618 123-300
2.618 123-240
4.250 123-142
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 124-117 124-100
PP 124-112 124-079
S1 124-107 124-057

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

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