ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 123-270 123-210 -0-060 -0.2% 124-060
High 123-270 123-250 -0-020 -0.1% 124-090
Low 123-210 123-210 0-000 0.0% 123-210
Close 123-210 123-250 0-040 0.1% 123-250
Range 0-060 0-040 -0-020 -33.3% 0-200
ATR 0-043 0-043 0-000 -0.6% 0-000
Volume 2 33 31 1,550.0% 41
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-037 124-023 123-272
R3 123-317 123-303 123-261
R2 123-277 123-277 123-257
R1 123-263 123-263 123-254 123-270
PP 123-237 123-237 123-237 123-240
S1 123-223 123-223 123-246 123-230
S2 123-197 123-197 123-243
S3 123-157 123-183 123-239
S4 123-117 123-143 123-228
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 125-250 125-130 124-040
R3 125-050 124-250 123-305
R2 124-170 124-170 123-287
R1 124-050 124-050 123-268 124-010
PP 123-290 123-290 123-290 123-270
S1 123-170 123-170 123-232 123-130
S2 123-090 123-090 123-213
S3 122-210 122-290 123-195
S4 122-010 122-090 123-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-090 123-210 0-200 0.5% 0-030 0.1% 20% False True 8
10 124-140 123-210 0-250 0.6% 0-017 0.0% 16% False True 6
20 124-180 123-210 0-290 0.7% 0-010 0.0% 14% False True 12
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
4.250 124-100
2.618 124-035
1.618 123-315
1.000 123-290
0.618 123-275
HIGH 123-250
0.618 123-235
0.500 123-230
0.382 123-225
LOW 123-210
0.618 123-185
1.000 123-170
1.618 123-145
2.618 123-105
4.250 123-040
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 123-243 123-247
PP 123-237 123-243
S1 123-230 123-240

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

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