ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 124-227 124-245 0-018 0.0% 124-142
High 124-250 124-270 0-020 0.1% 124-270
Low 124-207 124-227 0-020 0.1% 124-132
Close 124-245 124-270 0-025 0.1% 124-270
Range 0-043 0-043 0-000 0.0% 0-138
ATR 0-062 0-060 -0-001 -2.2% 0-000
Volume 718,822 167,415 -551,407 -76.7% 3,707,289
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-065 125-050 124-294
R3 125-022 125-007 124-282
R2 124-299 124-299 124-278
R1 124-284 124-284 124-274 124-292
PP 124-256 124-256 124-256 124-259
S1 124-241 124-241 124-266 124-248
S2 124-213 124-213 124-262
S3 124-170 124-198 124-258
S4 124-127 124-155 124-246
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-318 125-272 125-026
R3 125-180 125-134 124-308
R2 125-042 125-042 124-295
R1 124-316 124-316 124-283 125-019
PP 124-224 124-224 124-224 124-236
S1 124-178 124-178 124-257 124-201
S2 124-086 124-086 124-245
S3 123-268 124-040 124-232
S4 123-130 123-222 124-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-270 124-132 0-138 0.3% 0-051 0.1% 100% True False 741,457
10 124-282 124-132 0-150 0.4% 0-051 0.1% 92% False False 569,606
20 124-282 123-297 0-305 0.8% 0-063 0.2% 96% False False 507,858
40 124-282 123-222 1-060 1.0% 0-068 0.2% 97% False False 461,655
60 124-282 123-222 1-060 1.0% 0-070 0.2% 97% False False 470,610
80 124-282 123-100 1-182 1.3% 0-069 0.2% 98% False False 406,407
100 124-282 123-100 1-182 1.3% 0-062 0.2% 98% False False 325,387
120 124-282 123-040 1-242 1.4% 0-052 0.1% 98% False False 271,157
Crabel Price Patterns
NR False
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 0-012
Fibonacci Retracements and Extensions
4.250 125-133
2.618 125-063
1.618 125-020
1.000 124-313
0.618 124-297
HIGH 124-270
0.618 124-254
0.500 124-248
0.382 124-243
LOW 124-227
0.618 124-200
1.000 124-184
1.618 124-157
2.618 124-114
4.250 124-044
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 124-263 124-258
PP 124-256 124-247
S1 124-248 124-235

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.