ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 124-215 124-242 0-027 0.1% 124-092
High 124-257 124-265 0-008 0.0% 124-232
Low 124-202 124-227 0-025 0.1% 124-077
Close 124-240 124-247 0-007 0.0% 124-230
Range 0-055 0-038 -0-017 -30.9% 0-155
ATR 0-051 0-050 -0-001 -1.8% 0-000
Volume 439,837 350,440 -89,397 -20.3% 3,101,431
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-040 125-022 124-268
R3 125-002 124-304 124-257
R2 124-284 124-284 124-254
R1 124-266 124-266 124-250 124-275
PP 124-246 124-246 124-246 124-251
S1 124-228 124-228 124-244 124-237
S2 124-208 124-208 124-240
S3 124-170 124-190 124-237
S4 124-132 124-152 124-226
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
5 124-265 124-180 0-085 0.2% 0-046 0.1% 79% True False 393,831
10 124-265 124-077 0-188 0.5% 0-048 0.1% 90% True False 466,272
20 124-265 124-077 0-188 0.5% 0-043 0.1% 90% True False 244,427
40 124-265 123-160 1-105 1.1% 0-039 0.1% 96% True False 122,363
60 124-265 123-160 1-105 1.1% 0-027 0.1% 96% True False 81,581
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 125-106
2.618 125-044
1.618 125-006
1.000 124-303
0.618 124-288
HIGH 124-265
0.618 124-250
0.500 124-246
0.382 124-242
LOW 124-227
0.618 124-204
1.000 124-189
1.618 124-166
2.618 124-128
4.250 124-066
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 124-247 124-240
PP 124-246 124-234
S1 124-246 124-228

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

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