ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 123-240 123-310 0-070 0.2% 123-200
High 124-010 124-000 -0-010 0.0% 123-260
Low 123-240 123-300 0-060 0.2% 123-160
Close 124-010 124-000 -0-010 0.0% 123-260
Range 0-090 0-020 -0-070 -77.8% 0-100
ATR 0-055 0-053 -0-002 -3.3% 0-000
Volume 26 574 548 2,107.7% 1,168
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-053 124-047 124-011
R3 124-033 124-027 124-006
R2 124-013 124-013 124-004
R1 124-007 124-007 124-002 124-010
PP 123-313 123-313 123-313 123-315
S1 123-307 123-307 123-318 123-310
S2 123-293 123-293 123-316
S3 123-273 123-287 123-314
S4 123-253 123-267 123-309
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
5 124-010 123-170 0-160 0.4% 0-066 0.2% 94% False False 339
10 124-010 123-160 0-170 0.4% 0-039 0.1% 94% False False 210
20 124-140 123-160 0-300 0.8% 0-027 0.1% 53% False False 106
40 124-180 123-160 1-020 0.9% 0-014 0.0% 47% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-085
2.618 124-052
1.618 124-032
1.000 124-020
0.618 124-012
HIGH 124-000
0.618 123-312
0.500 123-310
0.382 123-308
LOW 123-300
0.618 123-288
1.000 123-280
1.618 123-268
2.618 123-248
4.250 123-215
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 123-317 123-303
PP 123-313 123-287
S1 123-310 123-270

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

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