ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 124-040 124-150 0-110 0.3% 124-190
High 124-140 124-190 0-050 0.1% 124-210
Low 124-040 124-150 0-110 0.3% 124-060
Close 124-130 124-160 0-030 0.1% 124-060
Range 0-100 0-040 -0-060 -60.0% 0-150
ATR 0-046 0-047 0-001 2.1% 0-000
Volume 1,169 425 -744 -63.6% 5,447
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-287 124-263 124-182
R3 124-247 124-223 124-171
R2 124-207 124-207 124-167
R1 124-183 124-183 124-164 124-195
PP 124-167 124-167 124-167 124-172
S1 124-143 124-143 124-156 124-155
S2 124-127 124-127 124-153
S3 124-087 124-103 124-149
S4 124-047 124-063 124-138
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 125-240 125-140 124-142
R3 125-090 124-310 124-101
R2 124-260 124-260 124-088
R1 124-160 124-160 124-074 124-135
PP 124-110 124-110 124-110 124-098
S1 124-010 124-010 124-046 123-305
S2 123-280 123-280 124-032
S3 123-130 123-180 124-019
S4 122-300 123-030 123-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-210 124-040 0-170 0.4% 0-042 0.1% 71% False False 988
10 124-210 124-040 0-170 0.4% 0-023 0.1% 71% False False 732
20 124-210 123-240 0-290 0.7% 0-015 0.0% 83% False False 382
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 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-040
2.618 124-295
1.618 124-255
1.000 124-230
0.618 124-215
HIGH 124-190
0.618 124-175
0.500 124-170
0.382 124-165
LOW 124-150
0.618 124-125
1.000 124-110
1.618 124-085
2.618 124-045
4.250 123-300
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 124-170 124-145
PP 124-167 124-130
S1 124-163 124-115

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

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