ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 124-090 124-130 0-040 0.1% 124-050
High 124-090 124-130 0-040 0.1% 124-090
Low 124-090 124-130 0-040 0.1% 124-040
Close 124-090 124-130 0-040 0.1% 124-060
Range
ATR 0-042 0-042 0-000 -0.3% 0-000
Volume 95 95 0 0.0% 119
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-130 124-130 124-130
R3 124-130 124-130 124-130
R2 124-130 124-130 124-130
R1 124-130 124-130 124-130 124-130
PP 124-130 124-130 124-130 124-130
S1 124-130 124-130 124-130 124-130
S2 124-130 124-130 124-130
S3 124-130 124-130 124-130
S4 124-130 124-130 124-130
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-213 124-187 124-088
R3 124-163 124-137 124-074
R2 124-113 124-113 124-069
R1 124-087 124-087 124-065 124-100
PP 124-063 124-063 124-063 124-070
S1 124-037 124-037 124-055 124-050
S2 124-013 124-013 124-051
S3 123-283 123-307 124-046
S4 123-233 123-257 124-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-130 124-060 0-070 0.2% 0-000 0.0% 100% True False 76
10 124-130 123-280 0-170 0.4% 0-007 0.0% 100% True False 42
20 124-130 123-040 1-090 1.0% 0-004 0.0% 100% True False 25
Crabel Price Patterns
NR False
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 0-001
Fibonacci Retracements and Extensions
4.250 124-130
2.618 124-130
1.618 124-130
1.000 124-130
0.618 124-130
HIGH 124-130
0.618 124-130
0.500 124-130
0.382 124-130
LOW 124-130
0.618 124-130
1.000 124-130
1.618 124-130
2.618 124-130
4.250 124-130
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 124-130 124-123
PP 124-130 124-117
S1 124-130 124-110

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

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