ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	124-040	124-000	-0-040	-0.1%	123-310
High	124-070	124-085	0-015	0.0%	124-027
Low	123-292	123-297	0-005	0.0%	123-222
Close	124-000	124-080	0-080	0.2%	124-017
Range	0-098	0-108	0-010	10.2%	0-125
ATR	0-073	0-076	0-002	3.4%	0-000
Volume	133,922	501,066	367,144	274.1%	2,609,905

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-051	125-014	124-139
R3	124-263	124-226	124-110
R2	124-155	124-155	124-100
R1	124-118	124-118	124-090	124-136
PP	124-047	124-047	124-047	124-057
S1	124-010	124-010	124-070	124-028
S2	123-259	123-259	124-060
S3	123-151	123-222	124-050
S4	123-043	123-114	124-021

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-037	124-312	124-086
R3	124-232	124-187	124-051
R2	124-107	124-107	124-040
R1	124-062	124-062	124-028	124-084
PP	123-302	123-302	123-302	123-313
S1	123-257	123-257	124-006	123-280
S2	123-177	123-177	123-314
S3	123-052	123-132	123-303
S4	122-247	123-007	123-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-085	123-222	0-183	0.5%	0-094	0.2%	97%	True	False	382,220
10	124-085	123-222	0-183	0.5%	0-078	0.2%	97%	True	False	452,959
20	124-247	123-222	1-025	0.9%	0-073	0.2%	52%	False	False	413,719
40	124-247	123-222	1-025	0.9%	0-075	0.2%	52%	False	False	457,127
60	124-247	123-100	1-147	1.2%	0-071	0.2%	64%	False	False	366,238
80	124-247	123-100	1-147	1.2%	0-062	0.2%	64%	False	False	274,953
100	124-247	123-040	1-207	1.3%	0-050	0.1%	68%	False	False	219,964

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	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-224
2.618	125-048
1.618	124-260
1.000	124-193
0.618	124-152
HIGH	124-085
0.618	124-044
0.500	124-031
0.382	124-018
LOW	123-297
0.618	123-230
1.000	123-189
1.618	123-122
2.618	123-014
4.250	122-158

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	124-064	124-063
PP	124-047	124-046
S1	124-031	124-028

Download as Excel Spreadsheet

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

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