ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 123-310 124-127 0-137 0.3% 124-105
High 124-132 124-172 0-040 0.1% 124-130
Low 123-307 124-100 0-113 0.3% 123-222
Close 124-102 124-140 0-038 0.1% 123-280
Range 0-145 0-072 -0-073 -50.3% 0-228
ATR 0-083 0-083 -0-001 -1.0% 0-000
Volume 518,793 505,693 -13,100 -2.5% 1,710,081
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-033 124-319 124-180
R3 124-281 124-247 124-160
R2 124-209 124-209 124-153
R1 124-175 124-175 124-147 124-192
PP 124-137 124-137 124-137 124-146
S1 124-103 124-103 124-133 124-120
S2 124-065 124-065 124-127
S3 123-313 124-031 124-120
S4 123-241 123-279 124-100
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 126-041 125-229 124-085
R3 125-133 125-001 124-023
R2 124-225 124-225 124-002
R1 124-093 124-093 123-301 124-045
PP 123-317 123-317 123-317 123-294
S1 123-185 123-185 123-259 123-137
S2 123-089 123-089 123-238
S3 122-181 122-277 123-217
S4 121-273 122-049 123-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-172 123-235 0-257 0.6% 0-083 0.2% 88% True False 388,010
10 124-172 123-222 0-270 0.7% 0-079 0.2% 88% True False 361,682
20 124-282 123-222 1-060 1.0% 0-088 0.2% 63% False False 384,214
40 125-000 123-222 1-098 1.0% 0-078 0.2% 57% False False 339,797
60 125-000 123-085 1-235 1.4% 0-087 0.2% 68% False False 379,301
80 125-000 123-080 1-240 1.4% 0-079 0.2% 68% False False 310,347
Crabel Price Patterns
NR True
NR4 True
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 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-158
2.618 125-040
1.618 124-288
1.000 124-244
0.618 124-216
HIGH 124-172
0.618 124-144
0.500 124-136
0.382 124-128
LOW 124-100
0.618 124-056
1.000 124-028
1.618 123-304
2.618 123-232
4.250 123-114
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 124-139 124-111
PP 124-137 124-081
S1 124-136 124-052

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

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