ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 124-142 124-175 0-033 0.1% 124-262
High 124-197 124-210 0-013 0.0% 124-265
Low 124-132 124-152 0-020 0.1% 124-137
Close 124-180 124-200 0-020 0.1% 124-145
Range 0-065 0-058 -0-007 -10.8% 0-128
ATR 0-065 0-065 -0-001 -0.8% 0-000
Volume 643,482 853,934 210,452 32.7% 1,459,300
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-041 125-019 124-232
R3 124-303 124-281 124-216
R2 124-245 124-245 124-211
R1 124-223 124-223 124-205 124-234
PP 124-187 124-187 124-187 124-193
S1 124-165 124-165 124-195 124-176
S2 124-129 124-129 124-189
S3 124-071 124-107 124-184
S4 124-013 124-049 124-168
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
5 124-247 124-132 0-115 0.3% 0-057 0.1% 59% False False 527,895
10 124-282 124-132 0-150 0.4% 0-051 0.1% 45% False False 480,216
20 124-282 123-292 0-310 0.8% 0-069 0.2% 74% False False 448,377
40 124-282 123-222 1-060 1.0% 0-068 0.2% 78% False False 429,543
60 124-282 123-222 1-060 1.0% 0-071 0.2% 78% False False 463,086
80 124-282 123-100 1-182 1.3% 0-069 0.2% 84% False False 378,928
100 124-282 123-100 1-182 1.3% 0-061 0.2% 84% False False 303,288
120 124-282 123-040 1-242 1.4% 0-051 0.1% 85% False False 252,742
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-136
2.618 125-042
1.618 124-304
1.000 124-268
0.618 124-246
HIGH 124-210
0.618 124-188
0.500 124-181
0.382 124-174
LOW 124-152
0.618 124-116
1.000 124-094
1.618 124-058
2.618 124-000
4.250 123-226
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 124-194 124-190
PP 124-187 124-181
S1 124-181 124-171

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

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