ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 124-075 124-105 0-030 0.1% 124-267
High 124-105 124-117 0-012 0.0% 124-285
Low 124-065 124-080 0-015 0.0% 124-155
Close 124-092 124-092 0-000 0.0% 124-175
Range 0-040 0-037 -0-003 -7.5% 0-130
ATR 0-056 0-054 -0-001 -2.4% 0-000
Volume 8,550 4,804 -3,746 -43.8% 57,216
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 124-207 124-187 124-112
R3 124-170 124-150 124-102
R2 124-133 124-133 124-099
R1 124-113 124-113 124-095 124-104
PP 124-096 124-096 124-096 124-092
S1 124-076 124-076 124-089 124-068
S2 124-059 124-059 124-085
S3 124-022 124-039 124-082
S4 123-305 124-002 124-072
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
5 124-190 124-047 0-143 0.4% 0-050 0.1% 31% False False 6,834
10 124-315 124-047 0-268 0.7% 0-053 0.1% 17% False False 13,270
20 124-315 124-047 0-268 0.7% 0-049 0.1% 17% False False 211,849
40 124-315 123-222 1-093 1.0% 0-061 0.2% 46% False False 319,503
60 124-315 123-222 1-093 1.0% 0-061 0.2% 46% False False 354,303
80 124-315 123-222 1-093 1.0% 0-067 0.2% 46% False False 399,184
100 124-315 123-100 1-215 1.3% 0-067 0.2% 58% False False 328,577
120 124-315 123-100 1-215 1.3% 0-058 0.1% 58% False False 273,878
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 False
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
4.250 124-274
2.618 124-214
1.618 124-177
1.000 124-154
0.618 124-140
HIGH 124-117
0.618 124-103
0.500 124-098
0.382 124-094
LOW 124-080
0.618 124-057
1.000 124-043
1.618 124-020
2.618 123-303
4.250 123-243
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 124-098 124-089
PP 124-096 124-085
S1 124-094 124-082

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

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