ECBOT 5 Year T-Note Future March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 124-055 124-092 0-037 0.1% 124-045
High 124-130 124-145 0-015 0.0% 124-145
Low 124-030 124-087 0-057 0.1% 124-030
Close 124-120 124-127 0-007 0.0% 124-127
Range 0-100 0-058 -0-042 -42.0% 0-115
ATR 0-061 0-061 0-000 -0.3% 0-000
Volume 378,190 259,551 -118,639 -31.4% 827,061
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 124-294 124-268 124-159
R3 124-236 124-210 124-143
R2 124-178 124-178 124-138
R1 124-152 124-152 124-132 124-165
PP 124-120 124-120 124-120 124-126
S1 124-094 124-094 124-122 124-107
S2 124-062 124-062 124-116
S3 124-004 124-036 124-111
S4 123-266 123-298 124-095
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-126 125-081 124-190
R3 125-011 124-286 124-159
R2 124-216 124-216 124-148
R1 124-171 124-171 124-138 124-194
PP 124-101 124-101 124-101 124-112
S1 124-056 124-056 124-116 124-078
S2 123-306 123-306 124-106
S3 123-191 123-261 124-095
S4 123-076 123-146 124-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-145 124-005 0-140 0.4% 0-067 0.2% 87% True False 247,864
10 124-145 123-302 0-163 0.4% 0-065 0.2% 89% True False 396,655
20 124-265 123-302 0-283 0.7% 0-060 0.2% 51% False False 418,400
40 124-265 123-290 0-295 0.7% 0-052 0.1% 53% False False 282,296
60 124-265 123-160 1-105 1.1% 0-043 0.1% 68% False False 188,224
80 124-265 123-160 1-105 1.1% 0-033 0.1% 68% False False 141,173
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-072
2.618 124-297
1.618 124-239
1.000 124-203
0.618 124-181
HIGH 124-145
0.618 124-123
0.500 124-116
0.382 124-109
LOW 124-087
0.618 124-051
1.000 124-029
1.618 123-313
2.618 123-255
4.250 123-160
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 124-123 124-114
PP 124-120 124-101
S1 124-116 124-088

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

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