ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 124-125 124-095 -0-030 -0.1% 124-190
High 124-147 124-112 -0-035 -0.1% 124-190
Low 124-087 124-085 -0-002 0.0% 124-085
Close 124-095 124-090 -0-005 0.0% 124-090
Range 0-060 0-027 -0-033 -55.0% 0-105
ATR 0-052 0-050 -0-002 -3.5% 0-000
Volume 76,224 40,505 -35,719 -46.9% 205,106
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-177 124-160 124-105
R3 124-150 124-133 124-097
R2 124-123 124-123 124-095
R1 124-106 124-106 124-092 124-101
PP 124-096 124-096 124-096 124-093
S1 124-079 124-079 124-088 124-074
S2 124-069 124-069 124-085
S3 124-042 124-052 124-083
S4 124-015 124-025 124-075
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-117 125-048 124-148
R3 125-012 124-263 124-119
R2 124-227 124-227 124-109
R1 124-158 124-158 124-100 124-140
PP 124-122 124-122 124-122 124-112
S1 124-053 124-053 124-080 124-035
S2 124-017 124-017 124-071
S3 123-232 123-268 124-061
S4 123-127 123-163 124-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 124-085 0-145 0.4% 0-041 0.1% 3% False True 44,495
10 124-230 124-085 0-145 0.4% 0-036 0.1% 3% False True 26,169
20 124-230 123-170 1-060 1.0% 0-047 0.1% 63% False False 13,595
40 124-230 123-160 1-070 1.0% 0-029 0.1% 64% False False 6,811
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 0-008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-227
2.618 124-183
1.618 124-156
1.000 124-139
0.618 124-129
HIGH 124-112
0.618 124-102
0.500 124-098
0.382 124-095
LOW 124-085
0.618 124-068
1.000 124-058
1.618 124-041
2.618 124-014
4.250 123-290
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 124-098 124-132
PP 124-096 124-118
S1 124-093 124-104

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

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