ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 124-160 124-180 0-020 0.1% 124-070
High 124-160 124-180 0-020 0.1% 124-150
Low 124-160 124-180 0-020 0.1% 124-070
Close 124-160 124-180 0-020 0.1% 124-150
Range
ATR 0-035 0-034 -0-001 -3.1% 0-000
Volume 21 21 0 0.0% 105
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-180 124-180 124-180
R3 124-180 124-180 124-180
R2 124-180 124-180 124-180
R1 124-180 124-180 124-180 124-180
PP 124-180 124-180 124-180 124-180
S1 124-180 124-180 124-180 124-180
S2 124-180 124-180 124-180
S3 124-180 124-180 124-180
S4 124-180 124-180 124-180
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 125-043 125-017 124-194
R3 124-283 124-257 124-172
R2 124-203 124-203 124-165
R1 124-177 124-177 124-157 124-190
PP 124-123 124-123 124-123 124-130
S1 124-097 124-097 124-143 124-110
S2 124-043 124-043 124-135
S3 123-283 124-017 124-128
S4 123-203 123-257 124-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-180 124-140 0-040 0.1% 0-000 0.0% 100% True False 21
10 124-180 124-020 0-160 0.4% 0-000 0.0% 100% True False 21
20 124-180 123-300 0-200 0.5% 0-002 0.0% 100% True False 23
Crabel Price Patterns
NR False
NR4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 124-180
2.618 124-180
1.618 124-180
1.000 124-180
0.618 124-180
HIGH 124-180
0.618 124-180
0.500 124-180
0.382 124-180
LOW 124-180
0.618 124-180
1.000 124-180
1.618 124-180
2.618 124-180
4.250 124-180
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 124-180 124-177
PP 124-180 124-173
S1 124-180 124-170

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

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