ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 123-210 123-200 -0-010 0.0% 124-060
High 123-250 123-200 -0-050 -0.1% 124-090
Low 123-210 123-200 -0-010 0.0% 123-210
Close 123-250 123-200 -0-050 -0.1% 123-250
Range 0-040 0-000 -0-040 -100.0% 0-200
ATR 0-043 0-044 0-000 1.1% 0-000
Volume 33 38 5 15.2% 41
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 123-200 123-200 123-200
R3 123-200 123-200 123-200
R2 123-200 123-200 123-200
R1 123-200 123-200 123-200 123-200
PP 123-200 123-200 123-200 123-200
S1 123-200 123-200 123-200 123-200
S2 123-200 123-200 123-200
S3 123-200 123-200 123-200
S4 123-200 123-200 123-200
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-250 125-130 124-040
R3 125-050 124-250 123-305
R2 124-170 124-170 123-287
R1 124-050 124-050 123-268 124-010
PP 123-290 123-290 123-290 123-270
S1 123-170 123-170 123-232 123-130
S2 123-090 123-090 123-213
S3 122-210 122-290 123-195
S4 122-010 122-090 123-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 123-200 0-180 0.5% 0-024 0.1% 0% False True 15
10 124-090 123-200 0-210 0.5% 0-017 0.0% 0% False True 10
20 124-180 123-200 0-300 0.8% 0-010 0.0% 0% False True 13
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-200
2.618 123-200
1.618 123-200
1.000 123-200
0.618 123-200
HIGH 123-200
0.618 123-200
0.500 123-200
0.382 123-200
LOW 123-200
0.618 123-200
1.000 123-200
1.618 123-200
2.618 123-200
4.250 123-200
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 123-200 123-235
PP 123-200 123-223
S1 123-200 123-212

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

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