ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 123-260 123-160 -0-100 -0.3% 124-060
High 123-260 123-170 -0-090 -0.2% 124-090
Low 123-260 123-160 -0-100 -0.3% 123-210
Close 123-260 123-170 -0-090 -0.2% 123-250
Range 0-000 0-010 0-010 0-200
ATR 0-042 0-047 0-004 9.7% 0-000
Volume 26 90 64 246.2% 41
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 123-197 123-193 123-176
R3 123-187 123-183 123-173
R2 123-177 123-177 123-172
R1 123-173 123-173 123-171 123-175
PP 123-167 123-167 123-167 123-168
S1 123-163 123-163 123-169 123-165
S2 123-157 123-157 123-168
S3 123-147 123-153 123-167
S4 123-137 123-143 123-164
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
5 123-260 123-160 0-100 0.3% 0-012 0.0% 10% False True 81
10 124-090 123-160 0-250 0.6% 0-017 0.0% 4% False True 42
20 124-180 123-160 1-020 0.9% 0-010 0.0% 3% False True 27
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 0-000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-212
2.618 123-196
1.618 123-186
1.000 123-180
0.618 123-176
HIGH 123-170
0.618 123-166
0.500 123-165
0.382 123-164
LOW 123-160
0.618 123-154
1.000 123-150
1.618 123-144
2.618 123-134
4.250 123-118
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 123-168 123-210
PP 123-167 123-197
S1 123-165 123-183

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

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