ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 124-125 124-157 0-032 0.1% 124-190
High 124-165 124-202 0-037 0.1% 124-190
Low 124-102 124-157 0-055 0.1% 124-085
Close 124-155 124-197 0-042 0.1% 124-090
Range 0-063 0-045 -0-018 -28.6% 0-105
ATR 0-052 0-052 0-000 -0.7% 0-000
Volume 634,677 1,040,511 405,834 63.9% 205,106
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-000 124-304 124-222
R3 124-275 124-259 124-209
R2 124-230 124-230 124-205
R1 124-214 124-214 124-201 124-222
PP 124-185 124-185 124-185 124-190
S1 124-169 124-169 124-193 124-177
S2 124-140 124-140 124-189
S3 124-095 124-124 124-185
S4 124-050 124-079 124-172
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-117 125-048 124-148
R3 125-012 124-263 124-119
R2 124-227 124-227 124-109
R1 124-158 124-158 124-100 124-140
PP 124-122 124-122 124-122 124-112
S1 124-053 124-053 124-080 124-035
S2 124-017 124-017 124-071
S3 123-232 123-268 124-061
S4 123-127 123-163 124-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-202 124-077 0-125 0.3% 0-052 0.1% 96% True False 438,302
10 124-230 124-077 0-153 0.4% 0-046 0.1% 78% False False 232,352
20 124-230 123-240 0-310 0.8% 0-045 0.1% 89% False False 117,279
40 124-230 123-160 1-070 1.0% 0-033 0.1% 92% False False 58,679
60 124-230 123-160 1-070 1.0% 0-023 0.1% 92% False False 39,127
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 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-073
2.618 125-000
1.618 124-275
1.000 124-247
0.618 124-230
HIGH 124-202
0.618 124-185
0.500 124-180
0.382 124-174
LOW 124-157
0.618 124-129
1.000 124-112
1.618 124-084
2.618 124-039
4.250 123-286
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 124-191 124-178
PP 124-185 124-159
S1 124-180 124-140

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

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