ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 124-050 124-090 0-040 0.1% 123-270
High 124-130 124-150 0-020 0.1% 124-020
Low 124-050 124-090 0-040 0.1% 123-210
Close 124-110 124-150 0-040 0.1% 124-000
Range 0-080 0-060 -0-020 -25.0% 0-130
ATR 0-062 0-062 0-000 -0.2% 0-000
Volume 180 4,635 4,455 2,475.0% 1,403
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-310 124-290 124-183
R3 124-250 124-230 124-166
R2 124-190 124-190 124-161
R1 124-170 124-170 124-156 124-180
PP 124-130 124-130 124-130 124-135
S1 124-110 124-110 124-144 124-120
S2 124-070 124-070 124-139
S3 124-010 124-050 124-134
S4 123-270 123-310 124-117
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
5 124-150 123-290 0-180 0.5% 0-052 0.1% 100% True False 1,702
10 124-150 123-170 0-300 0.8% 0-059 0.1% 100% True False 1,020
20 124-150 123-160 0-310 0.8% 0-038 0.1% 100% True False 531
40 124-180 123-160 1-020 0.9% 0-020 0.1% 91% False False 274
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-085
2.618 124-307
1.618 124-247
1.000 124-210
0.618 124-187
HIGH 124-150
0.618 124-127
0.500 124-120
0.382 124-113
LOW 124-090
0.618 124-053
1.000 124-030
1.618 123-313
2.618 123-253
4.250 123-155
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 124-140 124-120
PP 124-130 124-090
S1 124-120 124-060

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

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