ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 124-130 124-050 -0-080 -0.2% 124-040
High 124-130 124-080 -0-050 -0.1% 124-190
Low 124-030 124-030 0-000 0.0% 124-030
Close 124-030 124-070 0-040 0.1% 124-030
Range 0-100 0-050 -0-050 -50.0% 0-160
ATR 0-057 0-057 -0-001 -0.9% 0-000
Volume 352 3,850 3,498 993.8% 8,561
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-210 124-190 124-098
R3 124-160 124-140 124-084
R2 124-110 124-110 124-079
R1 124-090 124-090 124-075 124-100
PP 124-060 124-060 124-060 124-065
S1 124-040 124-040 124-065 124-050
S2 124-010 124-010 124-061
S3 123-280 123-310 124-056
S4 123-230 123-260 124-042
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-243 125-137 124-118
R3 125-083 124-297 124-074
R2 124-243 124-243 124-059
R1 124-137 124-137 124-045 124-110
PP 124-083 124-083 124-083 124-070
S1 123-297 123-297 124-015 123-270
S2 123-243 123-243 124-001
S3 123-083 123-137 123-306
S4 122-243 122-297 123-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-190 124-030 0-160 0.4% 0-076 0.2% 25% False True 2,248
10 124-210 124-030 0-180 0.5% 0-055 0.1% 22% False True 1,776
20 124-210 124-030 0-180 0.5% 0-032 0.1% 22% False True 922
40 124-210 123-040 1-170 1.2% 0-016 0.0% 71% False False 465
Crabel Price Patterns
NR True
NR4 True
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 0-005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 124-292
2.618 124-211
1.618 124-161
1.000 124-130
0.618 124-111
HIGH 124-080
0.618 124-061
0.500 124-055
0.382 124-049
LOW 124-030
0.618 123-319
1.000 123-300
1.618 123-269
2.618 123-219
4.250 123-138
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 124-065 124-105
PP 124-060 124-093
S1 124-055 124-082

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

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