ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 123-170 123-270 0-100 0.3% 123-200
High 123-260 123-300 0-040 0.1% 123-260
Low 123-170 123-270 0-100 0.3% 123-160
Close 123-260 123-290 0-030 0.1% 123-260
Range 0-090 0-030 -0-060 -66.7% 0-100
ATR 0-050 0-049 -0-001 -1.4% 0-000
Volume 795 264 -531 -66.8% 1,168
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-057 124-043 123-306
R3 124-027 124-013 123-298
R2 123-317 123-317 123-296
R1 123-303 123-303 123-293 123-310
PP 123-287 123-287 123-287 123-290
S1 123-273 123-273 123-287 123-280
S2 123-257 123-257 123-284
S3 123-227 123-243 123-282
S4 123-197 123-213 123-274
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 124-207 124-173 123-315
R3 124-107 124-073 123-288
R2 124-007 124-007 123-278
R1 123-293 123-293 123-269 123-310
PP 123-227 123-227 123-227 123-235
S1 123-193 123-193 123-251 123-210
S2 123-127 123-127 123-242
S3 123-027 123-093 123-232
S4 122-247 122-313 123-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-300 123-160 0-140 0.4% 0-028 0.1% 93% True False 278
10 124-060 123-160 0-220 0.6% 0-026 0.1% 59% False False 147
20 124-180 123-160 1-020 0.9% 0-016 0.0% 38% False False 78
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
4.250 124-108
2.618 124-059
1.618 124-029
1.000 124-010
0.618 123-319
HIGH 123-300
0.618 123-289
0.500 123-285
0.382 123-281
LOW 123-270
0.618 123-251
1.000 123-240
1.618 123-221
2.618 123-191
4.250 123-142
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 123-288 123-270
PP 123-287 123-250
S1 123-285 123-230

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

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