ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 124-060 124-080 0-020 0.1% 124-160
High 124-080 124-080 0-000 0.0% 124-180
Low 124-060 124-080 0-020 0.1% 124-080
Close 124-080 124-080 0-000 0.0% 124-080
Range 0-020 0-000 -0-020 -100.0% 0-100
ATR 0-038 0-036 -0-003 -7.1% 0-000
Volume 1 9 8 800.0% 87
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-080 124-080 124-080
R3 124-080 124-080 124-080
R2 124-080 124-080 124-080
R1 124-080 124-080 124-080 124-080
PP 124-080 124-080 124-080 124-080
S1 124-080 124-080 124-080 124-080
S2 124-080 124-080 124-080
S3 124-080 124-080 124-080
S4 124-080 124-080 124-080
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-093 125-027 124-135
R3 124-313 124-247 124-108
R2 124-213 124-213 124-098
R1 124-147 124-147 124-089 124-130
PP 124-113 124-113 124-113 124-105
S1 124-047 124-047 124-071 124-030
S2 124-013 124-013 124-062
S3 123-233 123-267 124-052
S4 123-133 123-167 124-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-140 124-060 0-080 0.2% 0-008 0.0% 25% False False 3
10 124-180 124-060 0-120 0.3% 0-004 0.0% 17% False False 12
20 124-180 123-300 0-200 0.5% 0-002 0.0% 50% False False 16
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-080
2.618 124-080
1.618 124-080
1.000 124-080
0.618 124-080
HIGH 124-080
0.618 124-080
0.500 124-080
0.382 124-080
LOW 124-080
0.618 124-080
1.000 124-080
1.618 124-080
2.618 124-080
4.250 124-080
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 124-080 124-077
PP 124-080 124-073
S1 124-080 124-070

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

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