ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 124-007 124-027 0-020 0.1% 124-222
High 124-052 124-062 0-010 0.0% 124-257
Low 123-305 124-015 0-030 0.1% 124-092
Close 124-027 124-025 -0-002 0.0% 124-122
Range 0-067 0-047 -0-020 -29.9% 0-165
ATR 0-058 0-058 -0-001 -1.4% 0-000
Volume 619,013 483,059 -135,954 -22.0% 2,407,789
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 124-175 124-147 124-051
R3 124-128 124-100 124-038
R2 124-081 124-081 124-034
R1 124-053 124-053 124-029 124-044
PP 124-034 124-034 124-034 124-029
S1 124-006 124-006 124-021 123-316
S2 123-307 123-307 124-016
S3 123-260 123-279 124-012
S4 123-213 123-232 123-319
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 126-012 125-232 124-213
R3 125-167 125-067 124-167
R2 125-002 125-002 124-152
R1 124-222 124-222 124-137 124-190
PP 124-157 124-157 124-157 124-141
S1 124-057 124-057 124-107 124-024
S2 123-312 123-312 124-092
S3 123-147 123-212 124-077
S4 122-302 123-047 124-031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-142 123-302 0-160 0.4% 0-063 0.2% 27% False False 545,445
10 124-265 123-302 0-283 0.7% 0-064 0.2% 15% False False 515,953
20 124-265 123-302 0-283 0.7% 0-056 0.1% 15% False False 491,112
40 124-265 123-160 1-105 1.1% 0-051 0.1% 44% False False 251,343
60 124-265 123-160 1-105 1.1% 0-037 0.1% 44% False False 167,570
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-262
2.618 124-185
1.618 124-138
1.000 124-109
0.618 124-091
HIGH 124-062
0.618 124-044
0.500 124-038
0.382 124-033
LOW 124-015
0.618 123-306
1.000 123-288
1.618 123-259
2.618 123-212
4.250 123-135
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 124-038 124-024
PP 124-034 124-023
S1 124-030 124-022

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

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