ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 123-300 123-240 -0-060 -0.2% 124-040
High 123-310 123-270 -0-040 -0.1% 124-190
Low 123-260 123-230 -0-030 -0.1% 124-030
Close 123-270 123-270 0-000 0.0% 124-030
Range 0-050 0-040 -0-010 -20.0% 0-160
ATR 0-059 0-058 -0-001 -2.3% 0-000
Volume 4,189 3,750 -439 -10.5% 8,561
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-057 124-043 123-292
R3 124-017 124-003 123-281
R2 123-297 123-297 123-277
R1 123-283 123-283 123-274 123-290
PP 123-257 123-257 123-257 123-260
S1 123-243 123-243 123-266 123-250
S2 123-217 123-217 123-263
S3 123-177 123-203 123-259
S4 123-137 123-163 123-248
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
5 124-130 123-230 0-220 0.6% 0-062 0.2% 18% False True 3,139
10 124-190 123-230 0-280 0.7% 0-069 0.2% 14% False True 2,584
20 124-210 123-230 0-300 0.8% 0-036 0.1% 13% False True 1,496
40 124-210 123-040 1-170 1.2% 0-020 0.1% 47% False False 751
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 124-120
2.618 124-055
1.618 124-015
1.000 123-310
0.618 123-295
HIGH 123-270
0.618 123-255
0.500 123-250
0.382 123-245
LOW 123-230
0.618 123-205
1.000 123-190
1.618 123-165
2.618 123-125
4.250 123-060
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 123-263 123-295
PP 123-257 123-287
S1 123-250 123-278

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

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