ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 124-245 124-200 -0-045 -0.1% 124-200
High 124-247 124-212 -0-035 -0.1% 124-247
Low 124-195 124-135 -0-060 -0.2% 124-135
Close 124-207 124-147 -0-060 -0.2% 124-147
Range 0-052 0-077 0-025 48.1% 0-112
ATR 0-065 0-066 0-001 1.3% 0-000
Volume 350,605 436,798 86,193 24.6% 1,791,916
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-076 125-028 124-189
R3 124-319 124-271 124-168
R2 124-242 124-242 124-161
R1 124-194 124-194 124-154 124-180
PP 124-165 124-165 124-165 124-157
S1 124-117 124-117 124-140 124-102
S2 124-088 124-088 124-133
S3 124-011 124-040 124-126
S4 123-254 123-283 124-105
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-192 125-122 124-209
R3 125-080 125-010 124-178
R2 124-288 124-288 124-168
R1 124-218 124-218 124-157 124-197
PP 124-176 124-176 124-176 124-166
S1 124-106 124-106 124-137 124-085
S2 124-064 124-064 124-126
S3 123-272 123-314 124-116
S4 123-160 123-202 124-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-247 124-135 0-112 0.3% 0-049 0.1% 11% False True 358,383
10 124-247 124-095 0-152 0.4% 0-052 0.1% 34% False False 432,184
20 124-247 123-302 0-265 0.7% 0-067 0.2% 62% False False 475,068
40 124-247 123-100 1-147 1.2% 0-071 0.2% 79% False False 361,984
60 124-247 123-100 1-147 1.2% 0-059 0.1% 79% False False 241,822
80 124-247 123-040 1-207 1.3% 0-045 0.1% 81% False False 181,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125-219
2.618 125-094
1.618 125-017
1.000 124-289
0.618 124-260
HIGH 124-212
0.618 124-183
0.500 124-174
0.382 124-164
LOW 124-135
0.618 124-087
1.000 124-058
1.618 124-010
2.618 123-253
4.250 123-128
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 124-174 124-191
PP 124-165 124-176
S1 124-156 124-162

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

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