ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	124-187	124-217	0-030	0.1%	124-167
High	124-275	124-232	-0-043	-0.1%	124-282
Low	124-152	124-112	-0-040	-0.1%	124-112
Close	124-222	124-122	-0-100	-0.3%	124-122
Range	0-123	0-120	-0-003	-2.4%	0-170
ATR	0-082	0-084	0-003	3.4%	0-000
Volume	519,011	404,549	-114,462	-22.1%	2,115,429

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-195	125-119	124-188
R3	125-075	124-319	124-155
R2	124-275	124-275	124-144
R1	124-199	124-199	124-133	124-177
PP	124-155	124-155	124-155	124-144
S1	124-079	124-079	124-111	124-057
S2	124-035	124-035	124-100
S3	123-235	123-279	124-089
S4	123-115	123-159	124-056

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-042	125-252	124-216
R3	125-192	125-082	124-169
R2	125-022	125-022	124-153
R1	124-232	124-232	124-138	124-202
PP	124-172	124-172	124-172	124-157
S1	124-062	124-062	124-106	124-032
S2	124-002	124-002	124-091
S3	123-152	123-212	124-075
S4	122-302	123-042	124-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-282	124-112	0-170	0.4%	0-102	0.3%	6%	False	True	423,085
10	125-000	124-112	0-208	0.5%	0-089	0.2%	5%	False	True	400,958
20	125-000	124-112	0-208	0.5%	0-072	0.2%	5%	False	True	341,950
40	125-000	123-085	1-235	1.4%	0-086	0.2%	64%	False	False	356,686
60	125-000	123-085	1-235	1.4%	0-082	0.2%	64%	False	False	330,247

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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-102
2.618	125-226
1.618	125-106
1.000	125-032
0.618	124-306
HIGH	124-232
0.618	124-186
0.500	124-172
0.382	124-158
LOW	124-112
0.618	124-038
1.000	123-312
1.618	123-238
2.618	123-118
4.250	122-242

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	124-172	124-196
PP	124-155	124-171
S1	124-139	124-147

Download as Excel Spreadsheet

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

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