ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 124-120 124-050 -0-070 -0.2% 124-222
High 124-120 124-062 -0-058 -0.1% 124-257
Low 124-047 123-302 -0-065 -0.2% 124-092
Close 124-065 124-000 -0-065 -0.2% 124-122
Range 0-073 0-080 0-007 9.6% 0-165
ATR 0-056 0-058 0-002 3.5% 0-000
Volume 450,829 704,487 253,658 56.3% 2,407,789
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 124-255 124-207 124-044
R3 124-175 124-127 124-022
R2 124-095 124-095 124-015
R1 124-047 124-047 124-007 124-031
PP 124-015 124-015 124-015 124-006
S1 123-287 123-287 123-313 123-271
S2 123-255 123-255 123-305
S3 123-175 123-207 123-298
S4 123-095 123-127 123-276
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 126-012 125-232 124-213
R3 125-167 125-067 124-167
R2 125-002 125-002 124-152
R1 124-222 124-222 124-137 124-190
PP 124-157 124-157 124-157 124-141
S1 124-057 124-057 124-107 124-024
S2 123-312 123-312 124-092
S3 123-147 123-212 124-077
S4 122-302 123-047 124-031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-220 123-302 0-238 0.6% 0-072 0.2% 8% False True 593,281
10 124-265 123-302 0-283 0.7% 0-062 0.2% 6% False True 484,773
20 124-265 123-302 0-283 0.7% 0-056 0.1% 6% False True 441,834
40 124-265 123-160 1-105 1.1% 0-048 0.1% 38% False False 223,798
60 124-265 123-160 1-105 1.1% 0-036 0.1% 38% False False 149,203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-082
2.618 124-271
1.618 124-191
1.000 124-142
0.618 124-111
HIGH 124-062
0.618 124-031
0.500 124-022
0.382 124-013
LOW 123-302
0.618 123-253
1.000 123-222
1.618 123-173
2.618 123-093
4.250 122-282
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 124-022 124-062
PP 124-015 124-041
S1 124-007 124-021

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

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