ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 124-000 124-010 0-010 0.0% 123-270
High 124-020 124-070 0-050 0.1% 124-020
Low 124-000 124-010 0-010 0.0% 123-210
Close 124-000 124-050 0-050 0.1% 124-000
Range 0-020 0-060 0-040 200.0% 0-130
ATR 0-051 0-052 0-001 2.6% 0-000
Volume 501 247 -254 -50.7% 1,403
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-223 124-197 124-083
R3 124-163 124-137 124-066
R2 124-103 124-103 124-061
R1 124-077 124-077 124-056 124-090
PP 124-043 124-043 124-043 124-050
S1 124-017 124-017 124-044 124-030
S2 123-303 123-303 124-039
S3 123-243 123-277 124-034
S4 123-183 123-217 124-017
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-040 124-310 124-072
R3 124-230 124-180 124-036
R2 124-100 124-100 124-024
R1 124-050 124-050 124-012 124-075
PP 123-290 123-290 123-290 123-302
S1 123-240 123-240 123-308 123-265
S2 123-160 123-160 123-296
S3 123-030 123-110 123-284
S4 122-220 122-300 123-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-070 123-210 0-180 0.5% 0-058 0.1% 89% True False 277
10 124-070 123-160 0-230 0.6% 0-043 0.1% 91% True False 278
20 124-090 123-160 0-250 0.6% 0-030 0.1% 84% False False 144
40 124-180 123-160 1-020 0.9% 0-016 0.0% 62% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-005
2.618 124-227
1.618 124-167
1.000 124-130
0.618 124-107
HIGH 124-070
0.618 124-047
0.500 124-040
0.382 124-033
LOW 124-010
0.618 123-293
1.000 123-270
1.618 123-233
2.618 123-173
4.250 123-075
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 124-047 124-042
PP 124-043 124-033
S1 124-040 124-025

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

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