ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 124-110 124-027 -0-083 -0.2% 124-030
High 124-122 124-200 0-078 0.2% 124-090
Low 124-022 124-027 0-005 0.0% 123-292
Close 124-040 124-177 0-137 0.3% 124-075
Range 0-100 0-173 0-073 73.0% 0-118
ATR 0-077 0-084 0-007 8.8% 0-000
Volume 454,358 740,532 286,174 63.0% 1,628,014
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 126-014 125-268 124-272
R3 125-161 125-095 124-225
R2 124-308 124-308 124-209
R1 124-242 124-242 124-193 124-275
PP 124-135 124-135 124-135 124-151
S1 124-069 124-069 124-161 124-102
S2 123-282 123-282 124-145
S3 123-109 123-216 124-129
S4 122-256 123-043 124-082
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
5 124-200 123-297 0-223 0.6% 0-099 0.2% 90% True False 477,823
10 124-200 123-222 0-298 0.7% 0-096 0.2% 92% True False 430,022
20 124-200 123-222 0-298 0.7% 0-082 0.2% 92% True False 451,677
40 124-247 123-222 1-025 0.9% 0-074 0.2% 80% False False 451,604
60 124-247 123-100 1-147 1.2% 0-076 0.2% 85% False False 405,753
80 124-247 123-100 1-147 1.2% 0-067 0.2% 85% False False 304,814
100 124-247 123-040 1-207 1.3% 0-055 0.1% 87% False False 243,855
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 126-295
2.618 126-013
1.618 125-160
1.000 125-053
0.618 124-307
HIGH 124-200
0.618 124-134
0.500 124-114
0.382 124-093
LOW 124-027
0.618 123-240
1.000 123-174
1.618 123-067
2.618 122-214
4.250 121-252
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 124-156 124-155
PP 124-135 124-133
S1 124-114 124-111

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

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