ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 124-180 124-125 -0-055 -0.1% 124-150
High 124-180 124-147 -0-033 -0.1% 124-230
Low 124-130 124-087 -0-043 -0.1% 124-140
Close 124-140 124-095 -0-045 -0.1% 124-220
Range 0-050 0-060 0-010 20.0% 0-090
ATR 0-052 0-052 0-001 1.1% 0-000
Volume 40,269 76,224 35,955 89.3% 54,716
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-290 124-252 124-128
R3 124-230 124-192 124-112
R2 124-170 124-170 124-106
R1 124-132 124-132 124-100 124-121
PP 124-110 124-110 124-110 124-104
S1 124-072 124-072 124-090 124-061
S2 124-050 124-050 124-084
S3 123-310 124-012 124-078
S4 123-250 123-272 124-062
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
5 124-230 124-087 0-143 0.4% 0-042 0.1% 6% False True 37,351
10 124-230 124-087 0-143 0.4% 0-039 0.1% 6% False True 22,582
20 124-230 123-160 1-070 1.0% 0-046 0.1% 65% False False 11,574
40 124-230 123-160 1-070 1.0% 0-028 0.1% 65% False False 5,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-082
2.618 124-304
1.618 124-244
1.000 124-207
0.618 124-184
HIGH 124-147
0.618 124-124
0.500 124-117
0.382 124-110
LOW 124-087
0.618 124-050
1.000 124-027
1.618 123-310
2.618 123-250
4.250 123-152
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 124-117 124-138
PP 124-110 124-124
S1 124-102 124-110

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

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