ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 124-152 124-172 0-020 0.1% 124-200
High 124-175 124-180 0-005 0.0% 124-247
Low 124-117 124-105 -0-012 0.0% 124-135
Close 124-152 124-150 -0-002 0.0% 124-147
Range 0-058 0-075 0-017 29.3% 0-112
ATR 0-066 0-067 0-001 1.0% 0-000
Volume 366,182 452,586 86,404 23.6% 1,791,916
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-050 125-015 124-191
R3 124-295 124-260 124-171
R2 124-220 124-220 124-164
R1 124-185 124-185 124-157 124-165
PP 124-145 124-145 124-145 124-135
S1 124-110 124-110 124-143 124-090
S2 124-070 124-070 124-136
S3 123-315 124-035 124-129
S4 123-240 123-280 124-109
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
5 124-217 124-105 0-112 0.3% 0-070 0.2% 40% False True 346,386
10 124-247 124-105 0-142 0.4% 0-058 0.1% 32% False True 367,842
20 124-247 124-015 0-232 0.6% 0-062 0.2% 58% False False 431,078
40 124-247 123-100 1-147 1.2% 0-073 0.2% 79% False False 393,971
60 124-247 123-100 1-147 1.2% 0-064 0.2% 79% False False 263,401
80 124-247 123-040 1-207 1.3% 0-049 0.1% 82% False False 197,557
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 0-011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-179
2.618 125-056
1.618 124-301
1.000 124-255
0.618 124-226
HIGH 124-180
0.618 124-151
0.500 124-142
0.382 124-134
LOW 124-105
0.618 124-059
1.000 124-030
1.618 123-304
2.618 123-229
4.250 123-106
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 124-148 124-156
PP 124-145 124-154
S1 124-142 124-152

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

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