ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 124-185 124-147 -0-038 -0.1% 124-262
High 124-205 124-170 -0-035 -0.1% 124-265
Low 124-145 124-137 -0-008 0.0% 124-137
Close 124-155 124-145 -0-010 0.0% 124-145
Range 0-060 0-033 -0-027 -45.0% 0-128
ATR 0-068 0-065 -0-002 -3.7% 0-000
Volume 428,287 203,081 -225,206 -52.6% 1,459,300
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-250 124-230 124-163
R3 124-217 124-197 124-154
R2 124-184 124-184 124-151
R1 124-164 124-164 124-148 124-158
PP 124-151 124-151 124-151 124-147
S1 124-131 124-131 124-142 124-124
S2 124-118 124-118 124-139
S3 124-085 124-098 124-136
S4 124-052 124-065 124-127
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-246 125-164 124-215
R3 125-118 125-036 124-180
R2 124-310 124-310 124-168
R1 124-228 124-228 124-157 124-205
PP 124-182 124-182 124-182 124-171
S1 124-100 124-100 124-133 124-077
S2 124-054 124-054 124-122
S3 123-246 123-292 124-110
S4 123-118 123-164 124-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-282 124-137 0-145 0.4% 0-051 0.1% 6% False True 397,756
10 124-282 124-137 0-145 0.4% 0-048 0.1% 6% False True 395,855
20 124-282 123-222 1-060 1.0% 0-071 0.2% 64% False False 405,036
40 124-282 123-222 1-060 1.0% 0-067 0.2% 64% False False 417,635
60 124-282 123-222 1-060 1.0% 0-073 0.2% 64% False False 455,618
80 124-282 123-100 1-182 1.3% 0-070 0.2% 73% False False 360,267
100 124-282 123-100 1-182 1.3% 0-060 0.2% 73% False False 288,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-014
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 124-310
2.618 124-256
1.618 124-223
1.000 124-203
0.618 124-190
HIGH 124-170
0.618 124-157
0.500 124-154
0.382 124-150
LOW 124-137
0.618 124-117
1.000 124-104
1.618 124-084
2.618 124-051
4.250 123-317
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 124-154 124-192
PP 124-151 124-176
S1 124-148 124-161

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

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