ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 124-092 124-125 0-033 0.1% 124-190
High 124-142 124-165 0-023 0.1% 124-190
Low 124-077 124-102 0-025 0.1% 124-085
Close 124-130 124-155 0-025 0.1% 124-090
Range 0-065 0-063 -0-002 -3.1% 0-105
ATR 0-052 0-052 0-001 1.6% 0-000
Volume 399,594 634,677 235,083 58.8% 205,106
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-010 124-305 124-190
R3 124-267 124-242 124-172
R2 124-204 124-204 124-167
R1 124-179 124-179 124-161 124-192
PP 124-141 124-141 124-141 124-147
S1 124-116 124-116 124-149 124-128
S2 124-078 124-078 124-143
S3 124-015 124-053 124-138
S4 123-272 123-310 124-120
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
5 124-180 124-077 0-103 0.3% 0-053 0.1% 76% False False 238,253
10 124-230 124-077 0-153 0.4% 0-044 0.1% 51% False False 128,316
20 124-230 123-210 1-020 0.9% 0-048 0.1% 78% False False 65,255
40 124-230 123-160 1-070 1.0% 0-032 0.1% 81% False False 32,666
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 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-113
2.618 125-010
1.618 124-267
1.000 124-228
0.618 124-204
HIGH 124-165
0.618 124-141
0.500 124-134
0.382 124-126
LOW 124-102
0.618 124-063
1.000 124-039
1.618 124-000
2.618 123-257
4.250 123-154
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 124-148 124-144
PP 124-141 124-132
S1 124-134 124-121

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

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