ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 124-010 124-005 -0-005 0.0% 123-160
High 124-060 124-047 -0-013 0.0% 124-060
Low 124-000 123-310 -0-010 0.0% 123-130
Close 124-010 124-037 0-027 0.1% 124-010
Range 0-060 0-057 -0-003 -5.0% 0-250
ATR 0-067 0-066 -0-001 -1.0% 0-000
Volume 87,780 205,068 117,288 133.6% 190,404
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-196 124-173 124-068
R3 124-139 124-116 124-053
R2 124-082 124-082 124-047
R1 124-059 124-059 124-042 124-070
PP 124-025 124-025 124-025 124-030
S1 124-002 124-002 124-032 124-014
S2 123-288 123-288 124-027
S3 123-231 123-265 124-021
S4 123-174 123-208 124-006
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% 0-079 0.2% 91% False False 77,518
10 124-060 123-100 0-280 0.7% 0-070 0.2% 92% False False 42,444
20 124-190 123-100 1-090 1.0% 0-063 0.2% 63% False False 22,854
40 124-210 123-100 1-110 1.1% 0-038 0.1% 60% False False 11,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-289
2.618 124-196
1.618 124-139
1.000 124-104
0.618 124-082
HIGH 124-047
0.618 124-025
0.500 124-018
0.382 124-012
LOW 123-310
0.618 123-275
1.000 123-253
1.618 123-218
2.618 123-161
4.250 123-068
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 124-031 124-033
PP 124-025 124-029
S1 124-018 124-025

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

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