ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 124-225 124-235 0-010 0.0% 124-087
High 124-250 124-252 0-002 0.0% 124-240
Low 124-205 124-197 -0-008 0.0% 124-022
Close 124-247 124-245 -0-002 0.0% 124-215
Range 0-045 0-055 0-010 22.2% 0-218
ATR 0-076 0-074 -0-001 -2.0% 0-000
Volume 409,879 470,565 60,686 14.8% 2,575,626
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-076 125-056 124-275
R3 125-021 125-001 124-260
R2 124-286 124-286 124-255
R1 124-266 124-266 124-250 124-276
PP 124-231 124-231 124-231 124-236
S1 124-211 124-211 124-240 124-221
S2 124-176 124-176 124-235
S3 124-121 124-156 124-230
S4 124-066 124-101 124-215
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 126-173 126-092 125-015
R3 125-275 125-194 124-275
R2 125-057 125-057 124-255
R1 124-296 124-296 124-235 125-016
PP 124-159 124-159 124-159 124-179
S1 124-078 124-078 124-195 124-118
S2 123-261 123-261 124-175
S3 123-043 123-180 124-155
S4 122-145 122-282 124-095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-252 124-147 0-105 0.3% 0-053 0.1% 93% True False 404,343
10 124-252 123-297 0-275 0.7% 0-076 0.2% 97% True False 441,083
20 124-252 123-222 1-030 0.9% 0-077 0.2% 98% True False 447,021
40 124-252 123-222 1-030 0.9% 0-069 0.2% 98% True False 431,157
60 124-252 123-190 1-062 1.0% 0-076 0.2% 98% True False 438,564
80 124-252 123-100 1-152 1.2% 0-070 0.2% 99% True False 330,055
100 124-252 123-100 1-152 1.2% 0-057 0.1% 99% True False 264,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-166
2.618 125-076
1.618 125-021
1.000 124-307
0.618 124-286
HIGH 124-252
0.618 124-231
0.500 124-224
0.382 124-218
LOW 124-197
0.618 124-163
1.000 124-142
1.618 124-108
2.618 124-053
4.250 123-283
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 124-238 124-238
PP 124-231 124-231
S1 124-224 124-224

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

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