ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	124-157	124-127	-0-030	-0.1%	123-317
High	124-187	124-170	-0-017	0.0%	124-150
Low	124-122	124-125	0-003	0.0%	123-307
Close	124-147	124-152	0-005	0.0%	124-127
Range	0-065	0-045	-0-020	-30.8%	0-163
ATR	0-081	0-079	-0-003	-3.2%	0-000
Volume	375,429	309,188	-66,241	-17.6%	766,865

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-284	124-263	124-177
R3	124-239	124-218	124-164
R2	124-194	124-194	124-160
R1	124-173	124-173	124-156	124-184
PP	124-149	124-149	124-149	124-154
S1	124-128	124-128	124-148	124-138
S2	124-104	124-104	124-144
S3	124-059	124-083	124-140
S4	124-014	124-038	124-127

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-257	125-195	124-217
R3	125-094	125-032	124-172
R2	124-251	124-251	124-157
R1	124-189	124-189	124-142	124-220
PP	124-088	124-088	124-088	124-104
S1	124-026	124-026	124-112	124-057
S2	123-245	123-245	124-097
S3	123-082	123-183	124-082
S4	122-239	123-020	124-037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-187	124-065	0-122	0.3%	0-053	0.1%	71%	False	False	288,105
10	124-187	123-262	0-245	0.6%	0-076	0.2%	86%	False	False	287,851
20	124-187	123-227	0-280	0.7%	0-080	0.2%	88%	False	False	342,343
40	124-200	123-085	1-115	1.1%	0-089	0.2%	89%	False	False	352,606
60	124-200	123-020	1-180	1.3%	0-069	0.2%	90%	False	False	235,452

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-041
2.618	124-288
1.618	124-243
1.000	124-215
0.618	124-198
HIGH	124-170
0.618	124-153
0.500	124-148
0.382	124-142
LOW	124-125
0.618	124-097
1.000	124-080
1.618	124-052
2.618	124-007
4.250	123-254

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	124-150	124-154
PP	124-149	124-154
S1	124-148	124-153

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols