ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 124-087 124-110 0-023 0.1% 124-030
High 124-137 124-122 -0-015 0.0% 124-090
Low 124-077 124-022 -0-055 -0.1% 123-292
Close 124-122 124-040 -0-082 -0.2% 124-075
Range 0-060 0-100 0-040 66.7% 0-118
ATR 0-076 0-077 0-002 2.3% 0-000
Volume 361,307 454,358 93,051 25.8% 1,628,014
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-041 124-301 124-095
R3 124-261 124-201 124-068
R2 124-161 124-161 124-058
R1 124-101 124-101 124-049 124-081
PP 124-061 124-061 124-061 124-052
S1 124-001 124-001 124-031 123-301
S2 123-281 123-281 124-022
S3 123-181 123-221 124-012
S4 123-081 123-121 123-305
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
5 124-137 123-297 0-160 0.4% 0-086 0.2% 39% False False 429,930
10 124-137 123-222 0-235 0.6% 0-085 0.2% 59% False False 405,764
20 124-180 123-222 0-278 0.7% 0-076 0.2% 50% False False 432,960
40 124-247 123-222 1-025 0.9% 0-072 0.2% 40% False False 447,059
60 124-247 123-100 1-147 1.2% 0-074 0.2% 56% False False 393,417
80 124-247 123-100 1-147 1.2% 0-065 0.2% 56% False False 295,558
100 124-247 123-040 1-207 1.3% 0-053 0.1% 61% False False 236,450
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-227
2.618 125-064
1.618 124-284
1.000 124-222
0.618 124-184
HIGH 124-122
0.618 124-084
0.500 124-072
0.382 124-060
LOW 124-022
0.618 123-280
1.000 123-242
1.618 123-180
2.618 123-080
4.250 122-237
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 124-072 124-057
PP 124-061 124-051
S1 124-051 124-046

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

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