ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 124-200 124-212 0-012 0.0% 124-102
High 124-230 124-227 -0-003 0.0% 124-240
Low 124-182 124-192 0-010 0.0% 124-095
Close 124-212 124-225 0-013 0.0% 124-202
Range 0-048 0-035 -0-013 -27.1% 0-145
ATR 0-071 0-069 -0-003 -3.6% 0-000
Volume 429,726 277,534 -152,192 -35.4% 2,529,930
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-000 124-307 124-244
R3 124-285 124-272 124-235
R2 124-250 124-250 124-231
R1 124-237 124-237 124-228 124-244
PP 124-215 124-215 124-215 124-218
S1 124-202 124-202 124-222 124-208
S2 124-180 124-180 124-219
S3 124-145 124-167 124-215
S4 124-110 124-132 124-206
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 125-294 125-233 124-282
R3 125-149 125-088 124-242
R2 125-004 125-004 124-229
R1 124-263 124-263 124-215 124-294
PP 124-179 124-179 124-179 124-194
S1 124-118 124-118 124-189 124-148
S2 124-034 124-034 124-175
S3 123-209 123-293 124-162
S4 123-064 123-148 124-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-240 124-135 0-105 0.3% 0-050 0.1% 86% False False 474,284
10 124-240 124-042 0-198 0.5% 0-055 0.1% 92% False False 471,303
20 124-240 123-302 0-258 0.6% 0-077 0.2% 94% False False 509,814
40 124-240 123-100 1-140 1.2% 0-071 0.2% 97% False False 335,155
60 124-240 123-100 1-140 1.2% 0-058 0.1% 97% False False 223,744
80 124-240 123-040 1-200 1.3% 0-043 0.1% 97% False False 167,810
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-056
2.618 124-319
1.618 124-284
1.000 124-262
0.618 124-249
HIGH 124-227
0.618 124-214
0.500 124-210
0.382 124-205
LOW 124-192
0.618 124-170
1.000 124-157
1.618 124-135
2.618 124-100
4.250 124-043
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 124-220 124-220
PP 124-215 124-215
S1 124-210 124-210

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

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