ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 123-270 123-310 0-040 0.1% 123-200
High 123-300 123-310 0-010 0.0% 123-260
Low 123-270 123-210 -0-060 -0.2% 123-160
Close 123-290 123-250 -0-040 -0.1% 123-260
Range 0-030 0-100 0-070 233.3% 0-100
ATR 0-049 0-053 0-004 7.4% 0-000
Volume 264 38 -226 -85.6% 1,168
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-237 124-183 123-305
R3 124-137 124-083 123-278
R2 124-037 124-037 123-268
R1 123-303 123-303 123-259 123-280
PP 123-257 123-257 123-257 123-245
S1 123-203 123-203 123-241 123-180
S2 123-157 123-157 123-232
S3 123-057 123-103 123-222
S4 122-277 123-003 123-195
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-207 124-173 123-315
R3 124-107 124-073 123-288
R2 124-007 124-007 123-278
R1 123-293 123-293 123-269 123-310
PP 123-227 123-227 123-227 123-235
S1 123-193 123-193 123-251 123-210
S2 123-127 123-127 123-242
S3 123-027 123-093 123-232
S4 122-247 122-313 123-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-310 123-160 0-150 0.4% 0-046 0.1% 60% True False 242
10 123-310 123-160 0-150 0.4% 0-034 0.1% 60% True False 150
20 124-180 123-160 1-020 0.9% 0-022 0.1% 26% False False 79
40 124-180 123-160 1-020 0.9% 0-012 0.0% 26% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 125-095
2.618 124-252
1.618 124-152
1.000 124-090
0.618 124-052
HIGH 123-310
0.618 123-272
0.500 123-260
0.382 123-248
LOW 123-210
0.618 123-148
1.000 123-110
1.618 123-048
2.618 122-268
4.250 122-105
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 123-260 123-247
PP 123-257 123-243
S1 123-253 123-240

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

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