ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 124-045 124-042 -0-003 0.0% 124-120
High 124-075 124-075 0-000 0.0% 124-120
Low 124-032 124-030 -0-002 0.0% 123-302
Close 124-040 124-055 0-015 0.0% 124-065
Range 0-043 0-045 0-002 4.7% 0-138
ATR 0-059 0-058 -0-001 -1.7% 0-000
Volume 80,511 108,809 28,298 35.1% 2,669,650
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 124-188 124-167 124-080
R3 124-143 124-122 124-067
R2 124-098 124-098 124-063
R1 124-077 124-077 124-059 124-088
PP 124-053 124-053 124-053 124-059
S1 124-032 124-032 124-051 124-042
S2 124-008 124-008 124-047
S3 123-283 123-307 124-043
S4 123-238 123-262 124-030
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-150 125-085 124-141
R3 125-012 124-267 124-103
R2 124-194 124-194 124-090
R1 124-129 124-129 124-078 124-092
PP 124-056 124-056 124-056 124-037
S1 123-311 123-311 124-052 123-274
S2 123-238 123-238 124-040
S3 123-100 123-173 124-027
S4 122-282 123-035 123-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-095 123-305 0-110 0.3% 0-058 0.1% 64% False False 340,730
10 124-220 123-302 0-238 0.6% 0-065 0.2% 31% False False 467,006
20 124-265 123-302 0-283 0.7% 0-057 0.1% 26% False False 467,453
40 124-265 123-210 1-055 0.9% 0-052 0.1% 44% False False 266,354
60 124-265 123-160 1-105 1.1% 0-040 0.1% 51% False False 177,595
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-266
2.618 124-193
1.618 124-148
1.000 124-120
0.618 124-103
HIGH 124-075
0.618 124-058
0.500 124-052
0.382 124-047
LOW 124-030
0.618 124-002
1.000 123-305
1.618 123-277
2.618 123-232
4.250 123-159
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 124-054 124-053
PP 124-053 124-052
S1 124-052 124-050

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

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