ECBOT 5 Year T-Note Future September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 124-200 124-200 0-000 0.0% 124-317
High 124-207 124-250 0-043 0.1% 125-007
Low 124-152 124-097 -0-055 -0.1% 124-110
Close 124-162 124-230 0-068 0.2% 124-232
Range 0-055 0-153 0-098 178.2% 0-217
ATR 0-079 0-085 0-005 6.6% 0-000
Volume 34,816 5,872 -28,944 -83.1% 204,435
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 126-011 125-274 124-314
R3 125-178 125-121 124-272
R2 125-025 125-025 124-258
R1 124-288 124-288 124-244 124-316
PP 124-192 124-192 124-192 124-207
S1 124-135 124-135 124-216 124-164
S2 124-039 124-039 124-202
S3 123-206 123-302 124-188
S4 123-053 123-149 124-146
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
5 124-292 124-097 0-195 0.5% 0-098 0.2% 68% False True 21,449
10 125-007 124-097 0-230 0.6% 0-093 0.2% 58% False True 102,099
20 125-007 123-222 1-105 1.1% 0-082 0.2% 77% False False 291,036
40 125-007 123-222 1-105 1.1% 0-081 0.2% 77% False False 325,048
60 125-007 123-222 1-105 1.1% 0-079 0.2% 77% False False 323,603
80 125-007 123-085 1-242 1.4% 0-086 0.2% 83% False False 352,457
100 125-007 123-050 1-277 1.5% 0-076 0.2% 84% False False 282,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-260
2.618 126-011
1.618 125-178
1.000 125-083
0.618 125-025
HIGH 124-250
0.618 124-192
0.500 124-174
0.382 124-155
LOW 124-097
0.618 124-002
1.000 123-264
1.618 123-169
2.618 123-016
4.250 122-087
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 124-211 124-211
PP 124-192 124-192
S1 124-174 124-174

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

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