ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 124-095 124-092 -0-003 0.0% 124-190
High 124-112 124-142 0-030 0.1% 124-190
Low 124-085 124-077 -0-008 0.0% 124-085
Close 124-090 124-130 0-040 0.1% 124-090
Range 0-027 0-065 0-038 140.7% 0-105
ATR 0-050 0-052 0-001 2.1% 0-000
Volume 40,505 399,594 359,089 886.5% 205,106
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-311 124-286 124-166
R3 124-246 124-221 124-148
R2 124-181 124-181 124-142
R1 124-156 124-156 124-136 124-168
PP 124-116 124-116 124-116 124-123
S1 124-091 124-091 124-124 124-104
S2 124-051 124-051 124-118
S3 123-306 124-026 124-112
S4 123-241 123-281 124-094
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
5 124-190 124-077 0-113 0.3% 0-044 0.1% 47% False True 120,940
10 124-230 124-077 0-153 0.4% 0-040 0.1% 35% False True 65,941
20 124-230 123-210 1-020 0.9% 0-046 0.1% 71% False False 33,535
40 124-230 123-160 1-070 1.0% 0-031 0.1% 74% False False 16,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 125-098
2.618 124-312
1.618 124-247
1.000 124-207
0.618 124-182
HIGH 124-142
0.618 124-117
0.500 124-110
0.382 124-102
LOW 124-077
0.618 124-037
1.000 124-012
1.618 123-292
2.618 123-227
4.250 123-121
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 124-123 124-124
PP 124-116 124-118
S1 124-110 124-112

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

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