ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 124-202 124-227 0-025 0.1% 124-262
High 124-245 124-250 0-005 0.0% 124-265
Low 124-200 124-207 0-007 0.0% 124-137
Close 124-240 124-245 0-005 0.0% 124-145
Range 0-045 0-043 -0-002 -4.4% 0-128
ATR 0-063 0-062 -0-001 -2.3% 0-000
Volume 1,323,636 718,822 -604,814 -45.7% 1,459,300
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-043 125-027 124-269
R3 125-000 124-304 124-257
R2 124-277 124-277 124-253
R1 124-261 124-261 124-249 124-269
PP 124-234 124-234 124-234 124-238
S1 124-218 124-218 124-241 124-226
S2 124-191 124-191 124-237
S3 124-148 124-175 124-233
S4 124-105 124-132 124-221
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
5 124-250 124-132 0-118 0.3% 0-049 0.1% 96% True False 748,591
10 124-282 124-132 0-150 0.4% 0-050 0.1% 75% False False 596,417
20 124-282 123-297 0-305 0.8% 0-063 0.2% 88% False False 518,750
40 124-282 123-222 1-060 1.0% 0-068 0.2% 90% False False 466,235
60 124-282 123-222 1-060 1.0% 0-071 0.2% 90% False False 477,668
80 124-282 123-100 1-182 1.3% 0-069 0.2% 93% False False 404,366
100 124-282 123-100 1-182 1.3% 0-062 0.2% 93% False False 323,713
120 124-282 123-040 1-242 1.4% 0-052 0.1% 93% False False 269,762
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-113
2.618 125-043
1.618 125-000
1.000 124-293
0.618 124-277
HIGH 124-250
0.618 124-234
0.500 124-228
0.382 124-223
LOW 124-207
0.618 124-180
1.000 124-164
1.618 124-137
2.618 124-094
4.250 124-024
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 124-240 124-230
PP 124-234 124-216
S1 124-228 124-201

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

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