ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 124-140 124-190 0-050 0.1% 124-120
High 124-160 124-190 0-030 0.1% 124-160
Low 124-140 124-190 0-050 0.1% 124-090
Close 124-160 124-190 0-030 0.1% 124-160
Range 0-020 0-000 -0-020 -100.0% 0-070
ATR 0-041 0-040 -0-001 -1.9% 0-000
Volume 95 94 -1 -1.1% 475
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-190 124-190 124-190
R3 124-190 124-190 124-190
R2 124-190 124-190 124-190
R1 124-190 124-190 124-190 124-190
PP 124-190 124-190 124-190 124-190
S1 124-190 124-190 124-190 124-190
S2 124-190 124-190 124-190
S3 124-190 124-190 124-190
S4 124-190 124-190 124-190
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-027 125-003 124-198
R3 124-277 124-253 124-179
R2 124-207 124-207 124-173
R1 124-183 124-183 124-166 124-195
PP 124-137 124-137 124-137 124-142
S1 124-113 124-113 124-154 124-125
S2 124-067 124-067 124-147
S3 123-317 124-043 124-141
S4 123-247 123-293 124-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-190 124-090 0-100 0.3% 0-004 0.0% 100% True False 94
10 124-190 124-040 0-150 0.4% 0-009 0.0% 100% True False 68
20 124-190 123-100 1-090 1.0% 0-004 0.0% 100% True False 38
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-190
2.618 124-190
1.618 124-190
1.000 124-190
0.618 124-190
HIGH 124-190
0.618 124-190
0.500 124-190
0.382 124-190
LOW 124-190
0.618 124-190
1.000 124-190
1.618 124-190
2.618 124-190
4.250 124-190
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 124-190 124-177
PP 124-190 124-163
S1 124-190 124-150

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

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