ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 124-155 124-207 0-052 0.1% 124-087
High 124-217 124-240 0-023 0.1% 124-240
Low 124-147 124-185 0-038 0.1% 124-022
Close 124-205 124-215 0-010 0.0% 124-215
Range 0-070 0-055 -0-015 -21.4% 0-218
ATR 0-083 0-081 -0-002 -2.4% 0-000
Volume 487,466 531,963 44,497 9.1% 2,575,626
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-058 125-032 124-245
R3 125-003 124-297 124-230
R2 124-268 124-268 124-225
R1 124-242 124-242 124-220 124-255
PP 124-213 124-213 124-213 124-220
S1 124-187 124-187 124-210 124-200
S2 124-158 124-158 124-205
S3 124-103 124-132 124-200
S4 124-048 124-077 124-185
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 126-173 126-092 125-015
R3 125-275 125-194 124-275
R2 125-057 125-057 124-255
R1 124-296 124-296 124-235 125-016
PP 124-159 124-159 124-159 124-179
S1 124-078 124-078 124-195 124-118
S2 123-261 123-261 124-175
S3 123-043 123-180 124-155
S4 122-145 122-282 124-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-240 124-022 0-218 0.5% 0-092 0.2% 89% True False 515,125
10 124-240 123-292 0-268 0.7% 0-087 0.2% 91% True False 420,364
20 124-240 123-222 1-018 0.8% 0-082 0.2% 93% True False 462,806
40 124-247 123-222 1-025 0.9% 0-070 0.2% 91% False False 436,206
60 124-247 123-130 1-117 1.1% 0-076 0.2% 93% False False 422,436
80 124-247 123-100 1-147 1.2% 0-069 0.2% 93% False False 317,554
100 124-247 123-040 1-207 1.3% 0-056 0.1% 94% False False 254,049
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 125-154
2.618 125-064
1.618 125-009
1.000 124-295
0.618 124-274
HIGH 124-240
0.618 124-219
0.500 124-212
0.382 124-206
LOW 124-185
0.618 124-151
1.000 124-130
1.618 124-096
2.618 124-041
4.250 123-271
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 124-214 124-188
PP 124-213 124-161
S1 124-212 124-134

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

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