ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 124-145 124-115 -0-030 -0.1% 124-267
High 124-172 124-117 -0-055 -0.1% 124-285
Low 124-105 124-047 -0-058 -0.1% 124-155
Close 124-122 124-062 -0-060 -0.2% 124-175
Range 0-067 0-070 0-003 4.5% 0-130
ATR 0-055 0-057 0-001 2.6% 0-000
Volume 12,206 5,228 -6,978 -57.2% 57,216
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 124-285 124-244 124-100
R3 124-215 124-174 124-081
R2 124-145 124-145 124-075
R1 124-104 124-104 124-068 124-090
PP 124-075 124-075 124-075 124-068
S1 124-034 124-034 124-056 124-020
S2 124-005 124-005 124-049
S3 123-255 123-284 124-043
S4 123-185 123-214 124-024
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
5 124-247 124-047 0-200 0.5% 0-060 0.2% 8% False True 10,386
10 124-315 124-047 0-268 0.7% 0-053 0.1% 6% False True 21,463
20 124-315 124-047 0-268 0.7% 0-051 0.1% 6% False True 258,130
40 124-315 123-222 1-093 1.0% 0-063 0.2% 39% False False 345,271
60 124-315 123-222 1-093 1.0% 0-062 0.2% 39% False False 370,977
80 124-315 123-222 1-093 1.0% 0-068 0.2% 39% False False 407,409
100 124-315 123-100 1-215 1.3% 0-067 0.2% 53% False False 328,459
120 124-315 123-100 1-215 1.3% 0-057 0.1% 53% False False 273,767
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 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-094
2.618 124-300
1.618 124-230
1.000 124-187
0.618 124-160
HIGH 124-117
0.618 124-090
0.500 124-082
0.382 124-074
LOW 124-047
0.618 124-004
1.000 123-297
1.618 123-254
2.618 123-184
4.250 123-070
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 124-082 124-118
PP 124-075 124-100
S1 124-069 124-081

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

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