ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 124-102 124-065 -0-037 -0.1% 124-230
High 124-120 124-152 0-032 0.1% 124-232
Low 124-047 123-302 -0-065 -0.2% 124-000
Close 124-060 124-130 0-070 0.2% 124-137
Range 0-073 0-170 0-097 132.9% 0-232
ATR 0-079 0-085 0-007 8.3% 0-000
Volume 558,748 861,615 302,867 54.2% 2,464,281
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 125-278 125-214 124-224
R3 125-108 125-044 124-177
R2 124-258 124-258 124-161
R1 124-194 124-194 124-146 124-226
PP 124-088 124-088 124-088 124-104
S1 124-024 124-024 124-114 124-056
S2 123-238 123-238 124-099
S3 123-068 123-174 124-083
S4 122-218 123-004 124-036
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 126-179 126-070 124-265
R3 125-267 125-158 124-201
R2 125-035 125-035 124-180
R1 124-246 124-246 124-158 124-184
PP 124-123 124-123 124-123 124-092
S1 124-014 124-014 124-116 123-272
S2 123-211 123-211 124-094
S3 122-299 123-102 124-073
S4 122-067 122-190 124-009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-200 123-302 0-218 0.5% 0-112 0.3% 68% False True 576,151
10 124-232 123-302 0-250 0.6% 0-104 0.3% 59% False True 568,853
20 124-232 123-100 1-132 1.1% 0-084 0.2% 77% False False 356,864
40 124-232 123-100 1-132 1.1% 0-065 0.2% 77% False False 179,562
60 124-232 123-040 1-192 1.3% 0-044 0.1% 80% False False 119,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-234
2.618 125-277
1.618 125-107
1.000 125-002
0.618 124-257
HIGH 124-152
0.618 124-087
0.500 124-067
0.382 124-047
LOW 123-302
0.618 123-197
1.000 123-132
1.618 123-027
2.618 122-177
4.250 121-220
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 124-109 124-109
PP 124-088 124-088
S1 124-067 124-067

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

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