ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 124-010 124-050 0-040 0.1% 123-270
High 124-010 124-130 0-120 0.3% 124-020
Low 123-290 124-050 0-080 0.2% 123-210
Close 123-290 124-110 0-140 0.4% 124-000
Range 0-040 0-080 0-040 100.0% 0-130
ATR 0-054 0-062 0-008 13.9% 0-000
Volume 2,948 180 -2,768 -93.9% 1,403
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-017 124-303 124-154
R3 124-257 124-223 124-132
R2 124-177 124-177 124-125
R1 124-143 124-143 124-117 124-160
PP 124-097 124-097 124-097 124-105
S1 124-063 124-063 124-103 124-080
S2 124-017 124-017 124-095
S3 123-257 123-303 124-088
S4 123-177 123-223 124-066
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-040 124-310 124-072
R3 124-230 124-180 124-036
R2 124-100 124-100 124-024
R1 124-050 124-050 124-012 124-075
PP 123-290 123-290 123-290 123-302
S1 123-240 123-240 123-308 123-265
S2 123-160 123-160 123-296
S3 123-030 123-110 123-284
S4 122-220 122-300 123-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-130 123-290 0-160 0.4% 0-044 0.1% 88% True False 890
10 124-130 123-160 0-290 0.7% 0-054 0.1% 93% True False 566
20 124-130 123-160 0-290 0.7% 0-035 0.1% 93% True False 300
40 124-180 123-160 1-020 0.9% 0-018 0.0% 79% False False 158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 125-150
2.618 125-019
1.618 124-259
1.000 124-210
0.618 124-179
HIGH 124-130
0.618 124-099
0.500 124-090
0.382 124-081
LOW 124-050
0.618 124-001
1.000 123-290
1.618 123-241
2.618 123-161
4.250 123-030
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 124-103 124-090
PP 124-097 124-070
S1 124-090 124-050

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

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