ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 124-257 124-282 0-025 0.1% 124-142
High 124-292 124-300 0-008 0.0% 124-270
Low 124-245 124-270 0-025 0.1% 124-132
Close 124-280 124-282 0-002 0.0% 124-270
Range 0-047 0-030 -0-017 -36.2% 0-138
ATR 0-057 0-055 -0-002 -3.4% 0-000
Volume 45,836 49,445 3,609 7.9% 3,707,289
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-054 125-038 124-298
R3 125-024 125-008 124-290
R2 124-314 124-314 124-288
R1 124-298 124-298 124-285 124-297
PP 124-284 124-284 124-284 124-284
S1 124-268 124-268 124-279 124-267
S2 124-254 124-254 124-276
S3 124-224 124-238 124-274
S4 124-194 124-208 124-266
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
5 124-300 124-222 0-078 0.2% 0-041 0.1% 77% True False 72,264
10 124-300 124-132 0-168 0.4% 0-045 0.1% 89% True False 410,427
20 124-300 124-132 0-168 0.4% 0-049 0.1% 89% True False 417,360
40 124-300 123-222 1-078 1.0% 0-065 0.2% 95% True False 434,519
60 124-300 123-222 1-078 1.0% 0-066 0.2% 95% True False 440,189
80 124-300 123-100 1-200 1.3% 0-069 0.2% 97% True False 408,655
100 124-300 123-100 1-200 1.3% 0-064 0.2% 97% True False 327,323
120 124-300 123-040 1-260 1.5% 0-054 0.1% 97% True False 272,773
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 0-013
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 125-108
2.618 125-059
1.618 125-029
1.000 125-010
0.618 124-319
HIGH 124-300
0.618 124-289
0.500 124-285
0.382 124-281
LOW 124-270
0.618 124-251
1.000 124-240
1.618 124-221
2.618 124-191
4.250 124-142
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 124-285 124-277
PP 124-284 124-272
S1 124-283 124-268

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

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