ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 124-235 124-245 0-010 0.0% 124-210
High 124-260 124-282 0-022 0.1% 124-282
Low 124-225 124-232 0-007 0.0% 124-195
Close 124-247 124-267 0-020 0.1% 124-267
Range 0-035 0-050 0-015 42.9% 0-087
ATR 0-072 0-070 -0-002 -2.2% 0-000
Volume 435,522 529,480 93,958 21.6% 1,967,292
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-090 125-069 124-294
R3 125-040 125-019 124-281
R2 124-310 124-310 124-276
R1 124-289 124-289 124-272 124-300
PP 124-260 124-260 124-260 124-266
S1 124-239 124-239 124-262 124-250
S2 124-210 124-210 124-258
S3 124-160 124-189 124-253
S4 124-110 124-139 124-240
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-189 125-155 124-315
R3 125-102 125-068 124-291
R2 125-015 125-015 124-283
R1 124-301 124-301 124-275 124-318
PP 124-248 124-248 124-248 124-256
S1 124-214 124-214 124-259 124-231
S2 124-161 124-161 124-251
S3 124-074 124-127 124-243
S4 123-307 124-040 124-219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-282 124-195 0-087 0.2% 0-045 0.1% 83% True False 393,458
10 124-282 124-022 0-260 0.7% 0-068 0.2% 94% True False 454,291
20 124-282 123-222 1-060 1.0% 0-075 0.2% 96% True False 439,041
40 124-282 123-222 1-060 1.0% 0-068 0.2% 96% True False 429,616
60 124-282 123-222 1-060 1.0% 0-073 0.2% 96% True False 453,345
80 124-282 123-100 1-182 1.3% 0-071 0.2% 97% True False 342,100
100 124-282 123-100 1-182 1.3% 0-058 0.1% 97% True False 273,722
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-174
2.618 125-093
1.618 125-043
1.000 125-012
0.618 124-313
HIGH 124-282
0.618 124-263
0.500 124-257
0.382 124-251
LOW 124-232
0.618 124-201
1.000 124-182
1.618 124-151
2.618 124-101
4.250 124-020
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 124-264 124-258
PP 124-260 124-249
S1 124-257 124-240

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.