ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 124-010 124-010 0-000 0.0% 123-160
High 124-060 124-060 0-000 0.0% 124-060
Low 123-310 124-000 0-010 0.0% 123-130
Close 124-030 124-010 -0-020 -0.1% 124-010
Range 0-070 0-060 -0-010 -14.3% 0-250
ATR 0-067 0-067 -0-001 -0.8% 0-000
Volume 52,473 87,780 35,307 67.3% 190,404
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-203 124-167 124-043
R3 124-143 124-107 124-026
R2 124-083 124-083 124-021
R1 124-047 124-047 124-016 124-040
PP 124-023 124-023 124-023 124-020
S1 123-307 123-307 124-004 123-300
S2 123-283 123-283 123-319
S3 123-223 123-247 123-314
S4 123-163 123-187 123-297
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 126-070 125-290 124-148
R3 125-140 125-040 124-079
R2 124-210 124-210 124-056
R1 124-110 124-110 124-033 124-160
PP 123-280 123-280 123-280 123-305
S1 123-180 123-180 123-307 123-230
S2 123-030 123-030 123-284
S3 122-100 122-250 123-261
S4 121-170 122-000 123-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-060 123-130 0-250 0.6% 0-080 0.2% 80% True False 38,080
10 124-060 123-100 0-280 0.7% 0-066 0.2% 82% True False 22,418
20 124-190 123-100 1-090 1.0% 0-065 0.2% 56% False False 12,659
40 124-210 123-100 1-110 1.1% 0-036 0.1% 53% False False 6,481
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 0-011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-315
2.618 124-217
1.618 124-157
1.000 124-120
0.618 124-097
HIGH 124-060
0.618 124-037
0.500 124-030
0.382 124-023
LOW 124-000
0.618 123-283
1.000 123-260
1.618 123-223
2.618 123-163
4.250 123-065
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 124-030 123-315
PP 124-023 123-300
S1 124-017 123-285

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

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