ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 124-185 124-205 0-020 0.1% 124-092
High 124-210 124-232 0-022 0.1% 124-232
Low 124-165 124-187 0-022 0.1% 124-077
Close 124-202 124-230 0-028 0.1% 124-230
Range 0-045 0-045 0-000 0.0% 0-155
ATR 0-051 0-051 0-000 -0.9% 0-000
Volume 578,282 448,367 -129,915 -22.5% 3,101,431
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-031 125-016 124-255
R3 124-306 124-291 124-242
R2 124-261 124-261 124-238
R1 124-246 124-246 124-234 124-254
PP 124-216 124-216 124-216 124-220
S1 124-201 124-201 124-226 124-208
S2 124-171 124-171 124-222
S3 124-126 124-156 124-218
S4 124-081 124-111 124-205
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 126-005 125-272 124-315
R3 125-170 125-117 124-273
R2 125-015 125-015 124-258
R1 124-282 124-282 124-244 124-308
PP 124-180 124-180 124-180 124-193
S1 124-127 124-127 124-216 124-154
S2 124-025 124-025 124-202
S3 123-190 123-292 124-187
S4 123-035 123-137 124-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-232 124-077 0-155 0.4% 0-053 0.1% 99% True False 620,286
10 124-232 124-077 0-155 0.4% 0-047 0.1% 99% True False 332,390
20 124-232 123-290 0-262 0.7% 0-044 0.1% 99% True False 168,581
40 124-232 123-160 1-072 1.0% 0-036 0.1% 99% True False 84,344
60 124-232 123-160 1-072 1.0% 0-024 0.1% 99% True False 56,237
Crabel Price Patterns
NR False
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 0-012
Fibonacci Retracements and Extensions
4.250 125-103
2.618 125-030
1.618 124-305
1.000 124-277
0.618 124-260
HIGH 124-232
0.618 124-215
0.500 124-210
0.382 124-204
LOW 124-187
0.618 124-159
1.000 124-142
1.618 124-114
2.618 124-069
4.250 123-316
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 124-223 124-218
PP 124-216 124-206
S1 124-210 124-194

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

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