ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 124-262 124-242 -0-020 -0.1% 124-210
High 124-265 124-247 -0-018 0.0% 124-282
Low 124-220 124-180 -0-040 -0.1% 124-195
Close 124-235 124-195 -0-040 -0.1% 124-267
Range 0-045 0-067 0-022 48.9% 0-087
ATR 0-068 0-068 0-000 -0.1% 0-000
Volume 317,237 510,695 193,458 61.0% 1,967,292
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-088 125-049 124-232
R3 125-021 124-302 124-213
R2 124-274 124-274 124-207
R1 124-235 124-235 124-201 124-221
PP 124-207 124-207 124-207 124-200
S1 124-168 124-168 124-189 124-154
S2 124-140 124-140 124-183
S3 124-073 124-101 124-177
S4 124-006 124-034 124-158
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
5 124-282 124-180 0-102 0.3% 0-050 0.1% 15% False True 452,699
10 124-282 124-027 0-255 0.6% 0-064 0.2% 66% False False 455,518
20 124-282 123-222 1-060 1.0% 0-074 0.2% 77% False False 430,641
40 124-282 123-222 1-060 1.0% 0-068 0.2% 77% False False 428,670
60 124-282 123-222 1-060 1.0% 0-073 0.2% 77% False False 462,263
80 124-282 123-100 1-182 1.3% 0-071 0.2% 83% False False 352,411
100 124-282 123-100 1-182 1.3% 0-059 0.1% 83% False False 282,001
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 True
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 125-212
2.618 125-102
1.618 125-035
1.000 124-314
0.618 124-288
HIGH 124-247
0.618 124-221
0.500 124-214
0.382 124-206
LOW 124-180
0.618 124-139
1.000 124-113
1.618 124-072
2.618 124-005
4.250 123-215
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 124-214 124-231
PP 124-207 124-219
S1 124-201 124-207

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

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