ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 124-150 124-180 0-030 0.1% 124-010
High 124-170 124-190 0-020 0.1% 124-160
Low 124-140 124-170 0-030 0.1% 123-290
Close 124-170 124-190 0-020 0.1% 124-160
Range 0-030 0-020 -0-010 -33.3% 0-190
ATR 0-057 0-054 -0-003 -4.6% 0-000
Volume 10,925 150 -10,775 -98.6% 9,883
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-243 124-237 124-201
R3 124-223 124-217 124-196
R2 124-203 124-203 124-194
R1 124-197 124-197 124-192 124-200
PP 124-183 124-183 124-183 124-185
S1 124-177 124-177 124-188 124-180
S2 124-163 124-163 124-186
S3 124-143 124-157 124-184
S4 124-123 124-137 124-179
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
5 124-190 124-050 0-140 0.4% 0-042 0.1% 100% True False 3,552
10 124-190 123-240 0-270 0.7% 0-044 0.1% 100% True False 2,205
20 124-190 123-160 1-030 0.9% 0-039 0.1% 100% True False 1,178
40 124-190 123-160 1-030 0.9% 0-022 0.1% 100% True False 596
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-275
2.618 124-242
1.618 124-222
1.000 124-210
0.618 124-202
HIGH 124-190
0.618 124-182
0.500 124-180
0.382 124-178
LOW 124-170
0.618 124-158
1.000 124-150
1.618 124-138
2.618 124-118
4.250 124-085
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 124-187 124-182
PP 124-183 124-173
S1 124-180 124-165

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

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