ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 124-267 124-267 0-000 0.0% 124-260
High 124-285 124-267 -0-018 0.0% 124-315
Low 124-255 124-225 -0-030 -0.1% 124-222
Close 124-265 124-242 -0-023 -0.1% 124-257
Range 0-030 0-042 0-012 40.0% 0-093
ATR 0-055 0-054 -0-001 -1.7% 0-000
Volume 3,794 18,922 15,128 398.7% 238,611
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-051 125-028 124-265
R3 125-009 124-306 124-254
R2 124-287 124-287 124-250
R1 124-264 124-264 124-246 124-254
PP 124-245 124-245 124-245 124-240
S1 124-222 124-222 124-238 124-212
S2 124-203 124-203 124-234
S3 124-161 124-180 124-230
S4 124-119 124-138 124-219
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
5 124-315 124-225 0-090 0.2% 0-045 0.1% 19% False True 32,540
10 124-315 124-200 0-115 0.3% 0-044 0.1% 37% False False 247,120
20 124-315 124-132 0-183 0.5% 0-048 0.1% 60% False False 363,668
40 124-315 123-222 1-093 1.0% 0-065 0.2% 82% False False 410,035
60 124-315 123-222 1-093 1.0% 0-063 0.2% 82% False False 408,417
80 124-315 123-130 1-185 1.3% 0-069 0.2% 86% False False 409,140
100 124-315 123-100 1-215 1.3% 0-065 0.2% 86% False False 327,994
120 124-315 123-040 1-275 1.5% 0-055 0.1% 88% False False 273,334
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 True
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-126
2.618 125-057
1.618 125-015
1.000 124-309
0.618 124-293
HIGH 124-267
0.618 124-251
0.500 124-246
0.382 124-241
LOW 124-225
0.618 124-199
1.000 124-183
1.618 124-157
2.618 124-115
4.250 124-046
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 124-246 124-270
PP 124-245 124-261
S1 124-243 124-251

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

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