ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 124-265 124-167 -0-098 -0.2% 124-317
High 124-272 124-292 0-020 0.1% 125-007
Low 124-167 124-110 -0-057 -0.1% 124-110
Close 124-175 124-232 0-057 0.1% 124-232
Range 0-105 0-182 0-077 73.3% 0-217
ATR 0-079 0-086 0-007 9.4% 0-000
Volume 51,971 20,945 -31,026 -59.7% 204,435
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 126-117 126-037 125-012
R3 125-255 125-175 124-282
R2 125-073 125-073 124-265
R1 124-313 124-313 124-249 125-033
PP 124-211 124-211 124-211 124-232
S1 124-131 124-131 124-215 124-171
S2 124-029 124-029 124-199
S3 123-167 123-269 124-182
S4 122-305 123-087 124-132
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 126-234 126-130 125-031
R3 126-017 125-233 124-292
R2 125-120 125-120 124-272
R1 125-016 125-016 124-252 124-280
PP 124-223 124-223 124-223 124-195
S1 124-119 124-119 124-212 124-062
S2 124-006 124-006 124-192
S3 123-109 123-222 124-172
S4 122-212 123-005 124-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-007 124-110 0-217 0.5% 0-111 0.3% 56% False True 104,357
10 125-007 124-102 0-225 0.6% 0-083 0.2% 58% False False 333,911
20 125-007 123-222 1-105 1.1% 0-081 0.2% 78% False False 347,797
40 125-007 123-222 1-105 1.1% 0-080 0.2% 78% False False 351,312
60 125-007 123-222 1-105 1.1% 0-080 0.2% 78% False False 348,322
80 125-007 123-085 1-242 1.4% 0-085 0.2% 83% False False 351,959
100 125-007 123-020 1-307 1.6% 0-073 0.2% 85% False False 281,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 127-106
2.618 126-128
1.618 125-266
1.000 125-154
0.618 125-084
HIGH 124-292
0.618 124-222
0.500 124-201
0.382 124-180
LOW 124-110
0.618 123-318
1.000 123-248
1.618 123-136
2.618 122-274
4.250 121-296
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 124-222 124-225
PP 124-211 124-217
S1 124-201 124-210

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

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