ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 123-310 123-240 -0-070 -0.2% 123-200
High 123-310 124-010 0-020 0.1% 123-260
Low 123-210 123-240 0-030 0.1% 123-160
Close 123-250 124-010 0-080 0.2% 123-260
Range 0-100 0-090 -0-010 -10.0% 0-100
ATR 0-053 0-055 0-003 5.1% 0-000
Volume 38 26 -12 -31.6% 1,168
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-250 124-220 124-060
R3 124-160 124-130 124-035
R2 124-070 124-070 124-026
R1 124-040 124-040 124-018 124-055
PP 123-300 123-300 123-300 123-308
S1 123-270 123-270 124-002 123-285
S2 123-210 123-210 123-314
S3 123-120 123-180 123-305
S4 123-030 123-090 123-280
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
5 124-010 123-160 0-170 0.4% 0-064 0.2% 100% True False 242
10 124-010 123-160 0-170 0.4% 0-043 0.1% 100% True False 153
20 124-140 123-160 0-300 0.8% 0-026 0.1% 57% False False 79
40 124-180 123-160 1-020 0.9% 0-014 0.0% 50% False False 51
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 2 trading days
Fibonacci Retracements and Extensions
4.250 125-072
2.618 124-246
1.618 124-156
1.000 124-100
0.618 124-066
HIGH 124-010
0.618 123-296
0.500 123-285
0.382 123-274
LOW 123-240
0.618 123-184
1.000 123-150
1.618 123-094
2.618 123-004
4.250 122-178
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 123-315 123-310
PP 123-300 123-290
S1 123-285 123-270

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

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