ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 123-287 123-272 -0-015 0.0% 124-157
High 124-005 124-012 0-007 0.0% 124-167
Low 123-267 123-270 0-003 0.0% 123-267
Close 123-285 124-000 0-035 0.1% 124-000
Range 0-058 0-062 0-004 6.9% 0-220
ATR 0-068 0-068 0-000 -0.7% 0-000
Volume 601,310 523,285 -78,025 -13.0% 2,442,576
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-173 124-149 124-034
R3 124-111 124-087 124-017
R2 124-049 124-049 124-011
R1 124-025 124-025 124-006 124-037
PP 123-307 123-307 123-307 123-314
S1 123-283 123-283 123-314 123-295
S2 123-245 123-245 123-309
S3 123-183 123-221 123-303
S4 123-121 123-159 123-286
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 126-058 125-249 124-121
R3 125-158 125-029 124-060
R2 124-258 124-258 124-040
R1 124-129 124-129 124-020 124-084
PP 124-038 124-038 124-038 124-015
S1 123-229 123-229 123-300 123-184
S2 123-138 123-138 123-280
S3 122-238 123-009 123-260
S4 122-018 122-109 123-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-167 123-267 0-220 0.6% 0-073 0.2% 24% False False 488,515
10 124-217 123-267 0-270 0.7% 0-068 0.2% 20% False False 408,198
20 124-247 123-267 0-300 0.8% 0-060 0.2% 18% False False 420,191
40 124-247 123-267 0-300 0.8% 0-073 0.2% 18% False False 460,496
60 124-247 123-100 1-147 1.2% 0-070 0.2% 47% False False 309,787
80 124-247 123-100 1-147 1.2% 0-054 0.1% 47% False False 232,392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-276
2.618 124-174
1.618 124-112
1.000 124-074
0.618 124-050
HIGH 124-012
0.618 123-308
0.500 123-301
0.382 123-294
LOW 123-270
0.618 123-232
1.000 123-208
1.618 123-170
2.618 123-108
4.250 123-006
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 123-314 124-027
PP 123-307 124-018
S1 123-301 124-009

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

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