ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 124-175 124-202 0-027 0.1% 124-262
High 124-210 124-245 0-035 0.1% 124-265
Low 124-152 124-200 0-048 0.1% 124-137
Close 124-200 124-240 0-040 0.1% 124-145
Range 0-058 0-045 -0-013 -22.4% 0-128
ATR 0-065 0-063 -0-001 -2.2% 0-000
Volume 853,934 1,323,636 469,702 55.0% 1,459,300
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-043 125-027 124-265
R3 124-318 124-302 124-252
R2 124-273 124-273 124-248
R1 124-257 124-257 124-244 124-265
PP 124-228 124-228 124-228 124-232
S1 124-212 124-212 124-236 124-220
S2 124-183 124-183 124-232
S3 124-138 124-167 124-228
S4 124-093 124-122 124-215
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
5 124-245 124-132 0-113 0.3% 0-052 0.1% 96% True False 690,484
10 124-282 124-132 0-150 0.4% 0-051 0.1% 72% False False 571,591
20 124-282 123-297 0-305 0.8% 0-066 0.2% 86% False False 507,862
40 124-282 123-222 1-060 1.0% 0-068 0.2% 89% False False 455,695
60 124-282 123-222 1-060 1.0% 0-071 0.2% 89% False False 473,735
80 124-282 123-100 1-182 1.3% 0-069 0.2% 92% False False 395,425
100 124-282 123-100 1-182 1.3% 0-062 0.2% 92% False False 316,525
120 124-282 123-040 1-242 1.4% 0-052 0.1% 93% False False 263,772
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 0-011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-116
2.618 125-043
1.618 124-318
1.000 124-290
0.618 124-273
HIGH 124-245
0.618 124-228
0.500 124-222
0.382 124-217
LOW 124-200
0.618 124-172
1.000 124-155
1.618 124-127
2.618 124-082
4.250 124-009
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 124-234 124-223
PP 124-228 124-206
S1 124-222 124-188

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

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