ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 124-105 124-117 0-012 0.0% 124-145
High 124-117 124-150 0-033 0.1% 124-172
Low 124-080 124-107 0-027 0.1% 124-047
Close 124-092 124-120 0-028 0.1% 124-120
Range 0-037 0-043 0-006 16.2% 0-125
ATR 0-054 0-055 0-000 0.5% 0-000
Volume 4,804 2,428 -2,376 -49.5% 33,216
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 124-255 124-230 124-144
R3 124-212 124-187 124-132
R2 124-169 124-169 124-128
R1 124-144 124-144 124-124 124-156
PP 124-126 124-126 124-126 124-132
S1 124-101 124-101 124-116 124-114
S2 124-083 124-083 124-112
S3 124-040 124-058 124-108
S4 123-317 124-015 124-096
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-168 125-109 124-189
R3 125-043 124-304 124-154
R2 124-238 124-238 124-143
R1 124-179 124-179 124-131 124-146
PP 124-113 124-113 124-113 124-096
S1 124-054 124-054 124-109 124-021
S2 123-308 123-308 124-097
S3 123-183 123-249 124-086
S4 123-058 123-124 124-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-172 124-047 0-125 0.3% 0-051 0.1% 58% False False 6,643
10 124-285 124-047 0-238 0.6% 0-049 0.1% 31% False False 9,043
20 124-315 124-047 0-268 0.7% 0-049 0.1% 27% False False 201,816
40 124-315 123-222 1-093 1.0% 0-060 0.2% 53% False False 303,426
60 124-315 123-222 1-093 1.0% 0-061 0.2% 53% False False 345,695
80 124-315 123-222 1-093 1.0% 0-067 0.2% 53% False False 392,167
100 124-315 123-100 1-215 1.3% 0-066 0.2% 64% False False 328,577
120 124-315 123-100 1-215 1.3% 0-058 0.1% 64% False False 273,898
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-013
2.618 124-263
1.618 124-220
1.000 124-193
0.618 124-177
HIGH 124-150
0.618 124-134
0.500 124-128
0.382 124-123
LOW 124-107
0.618 124-080
1.000 124-064
1.618 124-037
2.618 123-314
4.250 123-244
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 124-128 124-116
PP 124-126 124-112
S1 124-123 124-108

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

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