ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 124-070 124-090 0-020 0.1% 123-300
High 124-070 124-090 0-020 0.1% 124-060
Low 124-070 124-090 0-020 0.1% 123-300
Close 124-070 124-090 0-020 0.1% 124-060
Range
ATR 0-046 0-044 -0-002 -4.0% 0-000
Volume 21 21 0 0.0% 105
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 124-090 124-090 124-090
R3 124-090 124-090 124-090
R2 124-090 124-090 124-090
R1 124-090 124-090 124-090 124-090
PP 124-090 124-090 124-090 124-090
S1 124-090 124-090 124-090 124-090
S2 124-090 124-090 124-090
S3 124-090 124-090 124-090
S4 124-090 124-090 124-090
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 124-273 124-247 124-104
R3 124-193 124-167 124-082
R2 124-113 124-113 124-075
R1 124-087 124-087 124-067 124-100
PP 124-033 124-033 124-033 124-040
S1 124-007 124-007 124-053 124-020
S2 123-273 123-273 124-045
S3 123-193 123-247 124-038
S4 123-113 123-167 124-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-090 124-020 0-070 0.2% 0-000 0.0% 100% True False 21
10 124-090 123-300 0-110 0.3% 0-000 0.0% 100% True False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 124-090
2.618 124-090
1.618 124-090
1.000 124-090
0.618 124-090
HIGH 124-090
0.618 124-090
0.500 124-090
0.382 124-090
LOW 124-090
0.618 124-090
1.000 124-090
1.618 124-090
2.618 124-090
4.250 124-090
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 124-090 124-085
PP 124-090 124-080
S1 124-090 124-075

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

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