ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	124-147	124-142	-0-005	0.0%	124-262
High	124-170	124-197	0-027	0.1%	124-265
Low	124-137	124-132	-0-005	0.0%	124-137
Close	124-145	124-180	0-035	0.1%	124-145
Range	0-033	0-065	0-032	97.0%	0-128
ATR	0-065	0-065	0-000	0.0%	0-000
Volume	203,081	643,482	440,401	216.9%	1,459,300

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-045	125-017	124-216
R3	124-300	124-272	124-198
R2	124-235	124-235	124-192
R1	124-207	124-207	124-186	124-221
PP	124-170	124-170	124-170	124-176
S1	124-142	124-142	124-174	124-156
S2	124-105	124-105	124-168
S3	124-040	124-077	124-162
S4	123-295	124-012	124-144

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-246	125-164	124-215
R3	125-118	125-036	124-180
R2	124-310	124-310	124-168
R1	124-228	124-228	124-157	124-205
PP	124-182	124-182	124-182	124-171
S1	124-100	124-100	124-133	124-077
S2	124-054	124-054	124-122
S3	123-246	123-292	124-110
S4	123-118	123-164	124-075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-265	124-132	0-133	0.3%	0-054	0.1%	36%	False	True	420,556
10	124-282	124-132	0-150	0.4%	0-050	0.1%	32%	False	True	407,007
20	124-282	123-292	0-310	0.8%	0-068	0.2%	67%	False	False	413,685
40	124-282	123-222	1-060	1.0%	0-067	0.2%	73%	False	False	418,938
60	124-282	123-222	1-060	1.0%	0-073	0.2%	73%	False	False	461,001
80	124-282	123-100	1-182	1.3%	0-070	0.2%	80%	False	False	368,258
100	124-282	123-100	1-182	1.3%	0-061	0.2%	80%	False	False	294,749
120	124-282	123-040	1-242	1.4%	0-051	0.1%	82%	False	False	245,626

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-153
2.618	125-047
1.618	124-302
1.000	124-262
0.618	124-237
HIGH	124-197
0.618	124-172
0.500	124-164
0.382	124-157
LOW	124-132
0.618	124-092
1.000	124-067
1.618	124-027
2.618	123-282
4.250	123-176

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	124-175	124-176
PP	124-170	124-172
S1	124-164	124-168

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