ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 124-190 124-190 0-000 0.0% 124-150
High 124-230 124-190 -0-040 -0.1% 124-230
Low 124-180 124-170 -0-010 0.0% 124-140
Close 124-220 124-180 -0-040 -0.1% 124-220
Range 0-050 0-020 -0-030 -60.0% 0-090
ATR 0-052 0-052 0-000 -0.3% 0-000
Volume 17,371 48,108 30,737 176.9% 54,716
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-240 124-230 124-191
R3 124-220 124-210 124-186
R2 124-200 124-200 124-184
R1 124-190 124-190 124-182 124-185
PP 124-180 124-180 124-180 124-178
S1 124-170 124-170 124-178 124-165
S2 124-160 124-160 124-176
S3 124-140 124-150 124-174
S4 124-120 124-130 124-169
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-147 125-113 124-270
R3 125-057 125-023 124-245
R2 124-287 124-287 124-236
R1 124-253 124-253 124-228 124-270
PP 124-197 124-197 124-197 124-205
S1 124-163 124-163 124-212 124-180
S2 124-107 124-107 124-204
S3 124-017 124-073 124-195
S4 123-247 123-303 124-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 124-140 0-090 0.2% 0-034 0.1% 44% False False 18,379
10 124-230 123-290 0-260 0.7% 0-040 0.1% 81% False False 11,246
20 124-230 123-160 1-070 1.0% 0-042 0.1% 87% False False 5,762
40 124-230 123-160 1-070 1.0% 0-026 0.1% 87% False False 2,887
Crabel Price Patterns
NR True
NR4 True
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 0-005
Narrowest range in 4 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 19-Nov-2012
Pivot 1 day 3 day
R1 124-180 124-200
PP 124-180 124-193
S1 124-180 124-187

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

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