ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 10-Dec-2012

Day Change Summary
	Previous	Current
	07-Dec-2012	10-Dec-2012	Change	Change %	Previous Week
Open	124-285	124-267	-0-018	0.0%	124-260
High	124-315	124-285	-0-030	-0.1%	124-315
Low	124-237	124-255	0-018	0.0%	124-222
Close	124-257	124-265	0-008	0.0%	124-257
Range	0-078	0-030	-0-048	-61.5%	0-093
ATR	0-057	0-055	-0-002	-3.4%	0-000
Volume	44,704	3,794	-40,910	-91.5%	238,611

Daily Pivots for day following 10-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-038	125-022	124-282
R3	125-008	124-312	124-273
R2	124-298	124-298	124-270
R1	124-282	124-282	124-268	124-275
PP	124-268	124-268	124-268	124-265
S1	124-252	124-252	124-262	124-245
S2	124-238	124-238	124-260
S3	124-208	124-222	124-257
S4	124-178	124-192	124-248

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	124-235	0-080	0.2%	0-044	0.1%	38%	False	False	36,697
10	124-315	124-152	0-163	0.4%	0-046	0.1%	69%	False	False	330,621
20	124-315	124-132	0-183	0.5%	0-048	0.1%	73%	False	False	368,814
40	124-315	123-222	1-093	1.0%	0-065	0.2%	88%	False	False	415,810
60	124-315	123-222	1-093	1.0%	0-063	0.2%	88%	False	False	413,742
80	124-315	123-130	1-185	1.3%	0-069	0.2%	90%	False	False	409,030
100	124-315	123-100	1-215	1.3%	0-065	0.2%	91%	False	False	327,806
120	124-315	123-040	1-275	1.5%	0-054	0.1%	92%	False	False	273,177

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

Fibonacci Retracements and Extensions
4.250	125-092
2.618	125-044
1.618	125-014
1.000	124-315
0.618	124-304
HIGH	124-285
0.618	124-274
0.500	124-270
0.382	124-266
LOW	124-255
0.618	124-236
1.000	124-225
1.618	124-206
2.618	124-176
4.250	124-128

Fisher Pivots for day following 10-Dec-2012
Pivot	1 day	3 day
R1	124-270	124-276
PP	124-268	124-272
S1	124-267	124-269

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