ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 124-080 124-090 0-010 0.0% 124-140
High 124-080 124-090 0-010 0.0% 124-140
Low 124-080 124-090 0-010 0.0% 124-060
Close 124-080 124-090 0-010 0.0% 124-090
Range
ATR 0-036 0-034 -0-002 -5.1% 0-000
Volume 9 9 0 0.0% 25
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-090 124-090 124-090
R3 124-090 124-090 124-090
R2 124-090 124-090 124-090
R1 124-090 124-090 124-090 124-090
PP 124-090 124-090 124-090 124-090
S1 124-090 124-090 124-090 124-090
S2 124-090 124-090 124-090
S3 124-090 124-090 124-090
S4 124-090 124-090 124-090
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-017 124-293 124-134
R3 124-257 124-213 124-112
R2 124-177 124-177 124-105
R1 124-133 124-133 124-097 124-115
PP 124-097 124-097 124-097 124-088
S1 124-053 124-053 124-083 124-035
S2 124-017 124-017 124-075
S3 123-257 123-293 124-068
S4 123-177 123-213 124-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-140 124-060 0-080 0.2% 0-004 0.0% 38% False False 5
10 124-180 124-060 0-120 0.3% 0-004 0.0% 25% False False 11
20 124-180 123-300 0-200 0.5% 0-002 0.0% 55% False False 16
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
4.250 124-090
2.618 124-090
1.618 124-090
1.000 124-090
0.618 124-090
HIGH 124-090
0.618 124-090
0.500 124-090
0.382 124-090
LOW 124-090
0.618 124-090
1.000 124-090
1.618 124-090
2.618 124-090
4.250 124-090
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 124-090 124-085
PP 124-090 124-080
S1 124-090 124-075

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

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