ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 124-190 124-190 0-000 0.0% 124-150
High 124-200 124-230 0-030 0.1% 124-230
Low 124-170 124-180 0-010 0.0% 124-140
Close 124-190 124-220 0-030 0.1% 124-220
Range 0-030 0-050 0-020 66.7% 0-090
ATR 0-052 0-052 0-000 -0.3% 0-000
Volume 4,783 17,371 12,588 263.2% 54,716
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-040 125-020 124-248
R3 124-310 124-290 124-234
R2 124-260 124-260 124-229
R1 124-240 124-240 124-225 124-250
PP 124-210 124-210 124-210 124-215
S1 124-190 124-190 124-215 124-200
S2 124-160 124-160 124-211
S3 124-110 124-140 124-206
S4 124-060 124-090 124-192
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-147 125-113 124-270
R3 125-057 125-023 124-245
R2 124-287 124-287 124-236
R1 124-253 124-253 124-228 124-270
PP 124-197 124-197 124-197 124-205
S1 124-163 124-163 124-212 124-180
S2 124-107 124-107 124-204
S3 124-017 124-073 124-195
S4 123-247 123-303 124-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-230 124-140 0-090 0.2% 0-036 0.1% 89% True False 10,943
10 124-230 123-290 0-260 0.7% 0-044 0.1% 96% True False 6,459
20 124-230 123-160 1-070 1.0% 0-040 0.1% 97% True False 3,358
40 124-230 123-160 1-070 1.0% 0-025 0.1% 97% True False 1,685
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 0-005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-122
2.618 125-041
1.618 124-311
1.000 124-280
0.618 124-261
HIGH 124-230
0.618 124-211
0.500 124-205
0.382 124-199
LOW 124-180
0.618 124-149
1.000 124-130
1.618 124-099
2.618 124-049
4.250 123-288
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 124-215 124-208
PP 124-210 124-197
S1 124-205 124-185

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

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