ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 124-090 124-140 0-050 0.1% 124-010
High 124-150 124-160 0-010 0.0% 124-160
Low 124-090 124-140 0-050 0.1% 123-290
Close 124-150 124-160 0-010 0.0% 124-160
Range 0-060 0-020 -0-040 -66.7% 0-190
ATR 0-062 0-059 -0-003 -4.8% 0-000
Volume 4,635 1,873 -2,762 -59.6% 9,883
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-213 124-207 124-171
R3 124-193 124-187 124-166
R2 124-173 124-173 124-164
R1 124-167 124-167 124-162 124-170
PP 124-153 124-153 124-153 124-155
S1 124-147 124-147 124-158 124-150
S2 124-133 124-133 124-156
S3 124-113 124-127 124-154
S4 124-093 124-107 124-149
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 126-027 125-283 124-264
R3 125-157 125-093 124-212
R2 124-287 124-287 124-195
R1 124-223 124-223 124-177 124-255
PP 124-097 124-097 124-097 124-112
S1 124-033 124-033 124-143 124-065
S2 123-227 123-227 124-125
S3 123-037 123-163 124-108
S4 122-167 122-293 124-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-160 123-290 0-190 0.5% 0-052 0.1% 100% True False 1,976
10 124-160 123-210 0-270 0.7% 0-052 0.1% 100% True False 1,128
20 124-160 123-160 1-000 0.8% 0-039 0.1% 100% True False 624
40 124-180 123-160 1-020 0.9% 0-020 0.1% 94% False False 320
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 124-245
2.618 124-212
1.618 124-192
1.000 124-180
0.618 124-172
HIGH 124-160
0.618 124-152
0.500 124-150
0.382 124-148
LOW 124-140
0.618 124-128
1.000 124-120
1.618 124-108
2.618 124-088
4.250 124-055
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 124-157 124-142
PP 124-153 124-123
S1 124-150 124-105

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

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