ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 124-070 124-045 -0-025 -0.1% 123-160
High 124-072 124-062 -0-010 0.0% 124-060
Low 124-027 124-012 -0-015 0.0% 123-130
Close 124-052 124-040 -0-012 0.0% 124-010
Range 0-045 0-050 0-005 11.1% 0-250
ATR 0-064 0-063 -0-001 -1.6% 0-000
Volume 466,305 563,759 97,454 20.9% 190,404
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-188 124-164 124-068
R3 124-138 124-114 124-054
R2 124-088 124-088 124-049
R1 124-064 124-064 124-045 124-051
PP 124-038 124-038 124-038 124-032
S1 124-014 124-014 124-035 124-001
S2 123-308 123-308 124-031
S3 123-258 123-284 124-026
S4 123-208 123-234 124-012
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
5 124-072 123-310 0-082 0.2% 0-056 0.1% 61% False False 275,077
10 124-072 123-100 0-292 0.7% 0-064 0.2% 89% False False 144,876
20 124-180 123-100 1-080 1.0% 0-061 0.2% 65% False False 74,214
40 124-210 123-100 1-110 1.1% 0-040 0.1% 60% False False 37,359
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-274
2.618 124-193
1.618 124-143
1.000 124-112
0.618 124-093
HIGH 124-062
0.618 124-043
0.500 124-037
0.382 124-031
LOW 124-012
0.618 123-301
1.000 123-282
1.618 123-251
2.618 123-201
4.250 123-120
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 124-039 124-037
PP 124-038 124-034
S1 124-037 124-031

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

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