ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 124-245 124-262 0-017 0.0% 124-210
High 124-282 124-265 -0-017 0.0% 124-282
Low 124-232 124-220 -0-012 0.0% 124-195
Close 124-267 124-235 -0-032 -0.1% 124-267
Range 0-050 0-045 -0-005 -10.0% 0-087
ATR 0-070 0-068 -0-002 -2.3% 0-000
Volume 529,480 317,237 -212,243 -40.1% 1,967,292
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-055 125-030 124-260
R3 125-010 124-305 124-247
R2 124-285 124-285 124-243
R1 124-260 124-260 124-239 124-250
PP 124-240 124-240 124-240 124-235
S1 124-215 124-215 124-231 124-205
S2 124-195 124-195 124-227
S3 124-150 124-170 124-223
S4 124-105 124-125 124-210
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
5 124-282 124-197 0-085 0.2% 0-046 0.1% 45% False False 432,536
10 124-282 124-022 0-260 0.7% 0-067 0.2% 82% False False 449,884
20 124-282 123-222 1-060 1.0% 0-074 0.2% 88% False False 432,411
40 124-282 123-222 1-060 1.0% 0-067 0.2% 88% False False 427,400
60 124-282 123-222 1-060 1.0% 0-073 0.2% 88% False False 457,169
80 124-282 123-100 1-182 1.3% 0-071 0.2% 91% False False 346,042
100 124-282 123-100 1-182 1.3% 0-059 0.1% 91% False False 276,894
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-136
2.618 125-063
1.618 125-018
1.000 124-310
0.618 124-293
HIGH 124-265
0.618 124-248
0.500 124-242
0.382 124-237
LOW 124-220
0.618 124-192
1.000 124-175
1.618 124-147
2.618 124-102
4.250 124-029
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 124-242 124-251
PP 124-240 124-246
S1 124-238 124-240

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

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