ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 124-205 124-225 0-020 0.1% 124-092
High 124-232 124-232 0-000 0.0% 124-232
Low 124-187 124-180 -0-007 0.0% 124-077
Close 124-230 124-205 -0-025 -0.1% 124-230
Range 0-045 0-052 0-007 15.6% 0-155
ATR 0-051 0-051 0-000 0.1% 0-000
Volume 448,367 394,116 -54,251 -12.1% 3,101,431
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-042 125-015 124-234
R3 124-310 124-283 124-219
R2 124-258 124-258 124-215
R1 124-231 124-231 124-210 124-218
PP 124-206 124-206 124-206 124-199
S1 124-179 124-179 124-200 124-166
S2 124-154 124-154 124-195
S3 124-102 124-127 124-191
S4 124-050 124-075 124-176
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
5 124-232 124-102 0-130 0.3% 0-050 0.1% 79% True False 619,190
10 124-232 124-077 0-155 0.4% 0-047 0.1% 83% True False 370,065
20 124-232 123-290 0-262 0.7% 0-046 0.1% 90% True False 188,262
40 124-232 123-160 1-072 1.0% 0-036 0.1% 93% True False 94,197
60 124-232 123-160 1-072 1.0% 0-025 0.1% 93% True False 62,804
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-133
2.618 125-048
1.618 124-316
1.000 124-284
0.618 124-264
HIGH 124-232
0.618 124-212
0.500 124-206
0.382 124-200
LOW 124-180
0.618 124-148
1.000 124-128
1.618 124-096
2.618 124-044
4.250 123-279
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 124-206 124-203
PP 124-206 124-201
S1 124-205 124-198

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

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