ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 124-245 124-235 -0-010 0.0% 124-260
High 124-247 124-247 0-000 0.0% 124-315
Low 124-207 124-160 -0-047 -0.1% 124-222
Close 124-230 124-170 -0-060 -0.2% 124-257
Range 0-040 0-087 0-047 117.5% 0-093
ATR 0-053 0-055 0-002 4.6% 0-000
Volume 18,552 12,563 -5,989 -32.3% 238,611
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-133 125-079 124-218
R3 125-046 124-312 124-194
R2 124-279 124-279 124-186
R1 124-225 124-225 124-178 124-208
PP 124-192 124-192 124-192 124-184
S1 124-138 124-138 124-162 124-122
S2 124-105 124-105 124-154
S3 124-018 124-051 124-146
S4 123-251 123-284 124-122
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
5 124-315 124-160 0-155 0.4% 0-055 0.1% 6% False True 19,707
10 124-315 124-160 0-155 0.4% 0-048 0.1% 6% False True 45,985
20 124-315 124-132 0-183 0.5% 0-049 0.1% 21% False False 321,201
40 124-315 123-222 1-093 1.0% 0-063 0.2% 65% False False 384,111
60 124-315 123-222 1-093 1.0% 0-062 0.2% 65% False False 394,505
80 124-315 123-190 1-125 1.1% 0-069 0.2% 67% False False 409,223
100 124-315 123-100 1-215 1.3% 0-066 0.2% 73% False False 328,285
120 124-315 123-100 1-215 1.3% 0-056 0.1% 73% False False 273,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 125-297
2.618 125-155
1.618 125-068
1.000 125-014
0.618 124-301
HIGH 124-247
0.618 124-214
0.500 124-204
0.382 124-193
LOW 124-160
0.618 124-106
1.000 124-073
1.618 124-019
2.618 123-252
4.250 123-110
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 124-204 124-214
PP 124-192 124-199
S1 124-181 124-184

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

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