ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 124-180 124-190 0-010 0.0% 124-010
High 124-190 124-200 0-010 0.0% 124-160
Low 124-140 124-170 0-030 0.1% 123-290
Close 124-190 124-190 0-000 0.0% 124-160
Range 0-050 0-030 -0-020 -40.0% 0-190
ATR 0-054 0-052 -0-002 -3.2% 0-000
Volume 21,487 4,783 -16,704 -77.7% 9,883
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 124-277 124-263 124-206
R3 124-247 124-233 124-198
R2 124-217 124-217 124-196
R1 124-203 124-203 124-193 124-205
PP 124-187 124-187 124-187 124-188
S1 124-173 124-173 124-187 124-175
S2 124-157 124-157 124-184
S3 124-127 124-143 124-182
S4 124-097 124-113 124-174
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 126-027 125-283 124-264
R3 125-157 125-093 124-212
R2 124-287 124-287 124-195
R1 124-223 124-223 124-177 124-255
PP 124-097 124-097 124-097 124-112
S1 124-033 124-033 124-143 124-065
S2 123-227 123-227 124-125
S3 123-037 123-163 124-108
S4 122-167 122-293 124-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-200 124-140 0-060 0.2% 0-030 0.1% 83% True False 7,843
10 124-200 123-290 0-230 0.6% 0-041 0.1% 96% True False 4,772
20 124-200 123-160 1-040 0.9% 0-040 0.1% 97% True False 2,491
40 124-200 123-160 1-040 0.9% 0-024 0.1% 97% True False 1,251
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-008
2.618 124-279
1.618 124-249
1.000 124-230
0.618 124-219
HIGH 124-200
0.618 124-189
0.500 124-185
0.382 124-181
LOW 124-170
0.618 124-151
1.000 124-140
1.618 124-121
2.618 124-091
4.250 124-042
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 124-188 124-183
PP 124-187 124-177
S1 124-185 124-170

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

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