ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 124-160 124-100 -0-060 -0.2% 124-190
High 124-170 124-180 0-010 0.0% 124-210
Low 124-080 124-080 0-000 0.0% 124-060
Close 124-080 124-130 0-050 0.1% 124-060
Range 0-090 0-100 0-010 11.1% 0-150
ATR 0-050 0-054 0-004 7.0% 0-000
Volume 2,452 4,163 1,711 69.8% 5,447
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-110 125-060 124-185
R3 125-010 124-280 124-158
R2 124-230 124-230 124-148
R1 124-180 124-180 124-139 124-205
PP 124-130 124-130 124-130 124-142
S1 124-080 124-080 124-121 124-105
S2 124-030 124-030 124-112
S3 123-250 123-300 124-102
S4 123-150 123-200 124-075
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
5 124-190 124-040 0-150 0.4% 0-076 0.2% 60% False False 2,029
10 124-210 124-040 0-170 0.4% 0-042 0.1% 53% False False 1,375
20 124-210 124-030 0-180 0.5% 0-024 0.1% 56% False False 712
40 124-210 123-040 1-170 1.2% 0-012 0.0% 84% False False 360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-285
2.618 125-122
1.618 125-022
1.000 124-280
0.618 124-242
HIGH 124-180
0.618 124-142
0.500 124-130
0.382 124-118
LOW 124-080
0.618 124-018
1.000 123-300
1.618 123-238
2.618 123-138
4.250 122-295
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 124-130 124-135
PP 124-130 124-133
S1 124-130 124-132

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

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