ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 07-Dec-2012

Day Change Summary
	Previous	Current
	06-Dec-2012	07-Dec-2012	Change	Change %	Previous Week
Open	124-282	124-285	0-003	0.0%	124-260
High	124-300	124-315	0-015	0.0%	124-315
Low	124-270	124-237	-0-033	-0.1%	124-222
Close	124-282	124-257	-0-025	-0.1%	124-257
Range	0-030	0-078	0-048	160.0%	0-093
ATR	0-055	0-057	0-002	2.9%	0-000
Volume	49,445	44,704	-4,741	-9.6%	238,611

Daily Pivots for day following 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-184	125-138	124-300
R3	125-106	125-060	124-278
R2	125-028	125-028	124-271
R1	124-302	124-302	124-264	124-286
PP	124-270	124-270	124-270	124-262
S1	124-224	124-224	124-250	124-208
S2	124-192	124-192	124-243
S3	124-114	124-146	124-236
S4	124-036	124-068	124-214

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-224	125-173	124-308
R3	125-131	125-080	124-283
R2	125-038	125-038	124-274
R1	124-307	124-307	124-266	124-286
PP	124-265	124-265	124-265	124-254
S1	124-214	124-214	124-248	124-193
S2	124-172	124-172	124-240
S3	124-079	124-121	124-231
S4	123-306	124-028	124-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-315	124-222	0-093	0.2%	0-048	0.1%	38%	True	False	47,722
10	124-315	124-132	0-183	0.5%	0-049	0.1%	68%	True	False	394,590
20	124-315	124-132	0-183	0.5%	0-049	0.1%	68%	True	False	395,222
40	124-315	123-222	1-093	1.0%	0-065	0.2%	86%	True	False	424,322
60	124-315	123-222	1-093	1.0%	0-064	0.2%	86%	True	False	426,574
80	124-315	123-100	1-215	1.3%	0-069	0.2%	89%	True	False	409,147
100	124-315	123-100	1-215	1.3%	0-064	0.2%	89%	True	False	327,769
120	124-315	123-040	1-275	1.5%	0-054	0.1%	90%	True	False	273,145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	126-006
2.618	125-199
1.618	125-121
1.000	125-073
0.618	125-043
HIGH	124-315
0.618	124-285
0.500	124-276
0.382	124-267
LOW	124-237
0.618	124-189
1.000	124-159
1.618	124-111
2.618	124-033
4.250	123-226

Fisher Pivots for day following 07-Dec-2012
Pivot	1 day	3 day
R1	124-276	124-276
PP	124-270	124-270
S1	124-263	124-263

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