ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 124-010 124-010 0-000 0.0% 123-270
High 124-070 124-010 -0-060 -0.2% 124-020
Low 124-010 123-290 -0-040 -0.1% 123-210
Close 124-050 123-290 -0-080 -0.2% 124-000
Range 0-060 0-040 -0-020 -33.3% 0-130
ATR 0-052 0-054 0-002 3.8% 0-000
Volume 247 2,948 2,701 1,093.5% 1,403
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-103 124-077 123-312
R3 124-063 124-037 123-301
R2 124-023 124-023 123-297
R1 123-317 123-317 123-294 123-310
PP 123-303 123-303 123-303 123-300
S1 123-277 123-277 123-286 123-270
S2 123-263 123-263 123-283
S3 123-223 123-237 123-279
S4 123-183 123-197 123-268
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
5 124-070 123-240 0-150 0.4% 0-046 0.1% 33% False False 859
10 124-070 123-160 0-230 0.6% 0-046 0.1% 57% False False 550
20 124-090 123-160 0-250 0.6% 0-032 0.1% 52% False False 291
40 124-180 123-160 1-020 0.9% 0-016 0.0% 38% False False 154
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-180
2.618 124-115
1.618 124-075
1.000 124-050
0.618 124-035
HIGH 124-010
0.618 123-315
0.500 123-310
0.382 123-305
LOW 123-290
0.618 123-265
1.000 123-250
1.618 123-225
2.618 123-185
4.250 123-120
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 123-310 124-020
PP 123-303 124-003
S1 123-297 123-307

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

View Archives - Comment on this page... - Back to Index of Symbols