ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 23-Oct-2012

Day Change Summary
	Previous	Current
	22-Oct-2012	23-Oct-2012	Change	Change %	Previous Week
Open	123-310	123-257	-0-053	-0.1%	124-157
High	124-000	124-002	0-002	0.0%	124-167
Low	123-257	123-257	0-000	0.0%	123-267
Close	123-280	123-312	0-032	0.1%	124-000
Range	0-063	0-065	0-002	3.2%	0-220
ATR	0-068	0-067	0-000	-0.3%	0-000
Volume	449,839	546,099	96,260	21.4%	2,442,576

Daily Pivots for day following 23-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-172	124-147	124-028
R3	124-107	124-082	124-010
R2	124-042	124-042	124-004
R1	124-017	124-017	123-318	124-030
PP	123-297	123-297	123-297	123-303
S1	123-272	123-272	123-306	123-284
S2	123-232	123-232	123-300
S3	123-167	123-207	123-294
S4	123-102	123-142	123-276

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-058	125-249	124-121
R3	125-158	125-029	124-060
R2	124-258	124-258	124-040
R1	124-129	124-129	124-020	124-084
PP	124-038	124-038	124-038	124-015
S1	123-229	123-229	123-300	123-184
S2	123-138	123-138	123-280
S3	122-238	123-009	123-260
S4	122-018	122-109	123-199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-107	123-257	0-170	0.4%	0-077	0.2%	32%	False	True	549,067
10	124-180	123-257	0-243	0.6%	0-067	0.2%	23%	False	True	460,155
20	124-247	123-257	0-310	0.8%	0-061	0.2%	18%	False	True	426,700
40	124-247	123-257	0-310	0.8%	0-073	0.2%	18%	False	True	478,074
60	124-247	123-100	1-147	1.2%	0-070	0.2%	45%	False	False	326,334
80	124-247	123-100	1-147	1.2%	0-055	0.1%	45%	False	False	244,841

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	0-010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-278
2.618	124-172
1.618	124-107
1.000	124-067
0.618	124-042
HIGH	124-002
0.618	123-297
0.500	123-290
0.382	123-282
LOW	123-257
0.618	123-217
1.000	123-192
1.618	123-152
2.618	123-087
4.250	122-301

Fisher Pivots for day following 23-Oct-2012
Pivot	1 day	3 day
R1	123-304	123-306
PP	123-297	123-300
S1	123-290	123-294

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols