ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 124-147 124-202 0-055 0.1% 124-200
High 124-217 124-207 -0-010 0.0% 124-247
Low 124-145 124-140 -0-005 0.0% 124-135
Close 124-210 124-150 -0-060 -0.2% 124-147
Range 0-072 0-067 -0-005 -6.9% 0-112
ATR 0-067 0-067 0-000 0.4% 0-000
Volume 109,330 367,038 257,708 235.7% 1,791,916
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-047 125-005 124-187
R3 124-300 124-258 124-168
R2 124-233 124-233 124-162
R1 124-191 124-191 124-156 124-178
PP 124-166 124-166 124-166 124-159
S1 124-124 124-124 124-144 124-112
S2 124-099 124-099 124-138
S3 124-032 124-057 124-132
S4 123-285 123-310 124-113
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% 0-061 0.2% 13% False False 312,204
10 124-247 124-135 0-112 0.3% 0-055 0.1% 13% False False 393,244
20 124-247 123-302 0-265 0.7% 0-068 0.2% 63% False False 461,158
40 124-247 123-100 1-147 1.2% 0-074 0.2% 79% False False 373,646
60 124-247 123-100 1-147 1.2% 0-062 0.2% 79% False False 249,758
80 124-247 123-040 1-207 1.3% 0-047 0.1% 82% False False 187,322
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-172
2.618 125-062
1.618 124-315
1.000 124-274
0.618 124-248
HIGH 124-207
0.618 124-181
0.500 124-174
0.382 124-166
LOW 124-140
0.618 124-099
1.000 124-073
1.618 124-032
2.618 123-285
4.250 123-175
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 124-174 124-176
PP 124-166 124-167
S1 124-158 124-159

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

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