ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 124-170 124-145 -0-025 -0.1% 124-267
High 124-190 124-172 -0-018 0.0% 124-285
Low 124-155 124-105 -0-050 -0.1% 124-155
Close 124-175 124-122 -0-053 -0.1% 124-175
Range 0-035 0-067 0-032 91.4% 0-130
ATR 0-054 0-055 0-001 2.1% 0-000
Volume 3,385 12,206 8,821 260.6% 57,216
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-014 124-295 124-159
R3 124-267 124-228 124-140
R2 124-200 124-200 124-134
R1 124-161 124-161 124-128 124-147
PP 124-133 124-133 124-133 124-126
S1 124-094 124-094 124-116 124-080
S2 124-066 124-066 124-110
S3 123-319 124-027 124-104
S4 123-252 123-280 124-085
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-275 125-195 124-246
R3 125-145 125-065 124-211
R2 125-015 125-015 124-199
R1 124-255 124-255 124-187 124-230
PP 124-205 124-205 124-205 124-192
S1 124-125 124-125 124-163 124-100
S2 124-075 124-075 124-151
S3 123-265 123-315 124-139
S4 123-135 123-185 124-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-267 124-105 0-162 0.4% 0-054 0.1% 10% False True 13,125
10 124-315 124-105 0-210 0.5% 0-049 0.1% 8% False True 24,911
20 124-315 124-105 0-210 0.5% 0-050 0.1% 8% False True 273,731
40 124-315 123-222 1-093 1.0% 0-062 0.2% 53% False False 356,386
60 124-315 123-222 1-093 1.0% 0-062 0.2% 53% False False 377,654
80 124-315 123-222 1-093 1.0% 0-068 0.2% 53% False False 408,441
100 124-315 123-100 1-215 1.3% 0-067 0.2% 64% False False 328,426
120 124-315 123-100 1-215 1.3% 0-057 0.1% 64% False False 273,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-137
2.618 125-027
1.618 124-280
1.000 124-239
0.618 124-213
HIGH 124-172
0.618 124-146
0.500 124-138
0.382 124-131
LOW 124-105
0.618 124-064
1.000 124-038
1.618 123-317
2.618 123-250
4.250 123-140
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 124-138 124-176
PP 124-133 124-158
S1 124-128 124-140

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

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