ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 124-245 124-260 0-015 0.0% 124-142
High 124-270 124-270 0-000 0.0% 124-270
Low 124-227 124-222 -0-005 0.0% 124-132
Close 124-270 124-247 -0-023 -0.1% 124-270
Range 0-043 0-048 0-005 11.6% 0-138
ATR 0-060 0-060 -0-001 -1.5% 0-000
Volume 167,415 58,918 -108,497 -64.8% 3,707,289
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 125-070 125-047 124-273
R3 125-022 124-319 124-260
R2 124-294 124-294 124-256
R1 124-271 124-271 124-251 124-258
PP 124-246 124-246 124-246 124-240
S1 124-223 124-223 124-243 124-210
S2 124-198 124-198 124-238
S3 124-150 124-175 124-234
S4 124-102 124-127 124-221
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 125-318 125-272 125-026
R3 125-180 125-134 124-308
R2 125-042 125-042 124-295
R1 124-316 124-316 124-283 125-019
PP 124-224 124-224 124-224 124-236
S1 124-178 124-178 124-257 124-201
S2 124-086 124-086 124-245
S3 123-268 124-040 124-232
S4 123-130 123-222 124-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-270 124-152 0-118 0.3% 0-047 0.1% 81% True False 624,545
10 124-270 124-132 0-138 0.3% 0-051 0.1% 83% True False 522,550
20 124-282 124-022 0-260 0.7% 0-060 0.1% 87% False False 488,421
40 124-282 123-222 1-060 1.0% 0-067 0.2% 91% False False 452,208
60 124-282 123-222 1-060 1.0% 0-067 0.2% 91% False False 459,828
80 124-282 123-100 1-182 1.3% 0-069 0.2% 93% False False 407,096
100 124-282 123-100 1-182 1.3% 0-062 0.2% 93% False False 325,976
120 124-282 123-040 1-242 1.4% 0-053 0.1% 94% False False 271,648
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-154
2.618 125-076
1.618 125-028
1.000 124-318
0.618 124-300
HIGH 124-270
0.618 124-252
0.500 124-246
0.382 124-240
LOW 124-222
0.618 124-192
1.000 124-174
1.618 124-144
2.618 124-096
4.250 124-018
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 124-247 124-244
PP 124-246 124-241
S1 124-246 124-238

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

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