ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	124-155	124-085	-0-070	-0.2%	124-167
High	124-167	124-117	-0-050	-0.1%	124-282
Low	124-065	124-040	-0-025	-0.1%	124-112
Close	124-087	124-062	-0-025	-0.1%	124-122
Range	0-102	0-077	-0-025	-24.5%	0-170
ATR	0-085	0-085	-0-001	-0.7%	0-000
Volume	410,993	344,933	-66,060	-16.1%	2,115,429

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-304	124-260	124-104
R3	124-227	124-183	124-083
R2	124-150	124-150	124-076
R1	124-106	124-106	124-069	124-090
PP	124-073	124-073	124-073	124-065
S1	124-029	124-029	124-055	124-012
S2	123-316	123-316	124-048
S3	123-239	123-272	124-041
S4	123-162	123-195	124-020

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	124-275	124-040	0-235	0.6%	0-100	0.3%	9%	False	True	386,969
10	124-305	124-040	0-265	0.7%	0-096	0.2%	8%	False	True	401,480
20	125-000	124-040	0-280	0.7%	0-078	0.2%	8%	False	True	351,319
40	125-000	123-217	1-103	1.1%	0-080	0.2%	39%	False	False	350,968
60	125-000	123-085	1-235	1.4%	0-085	0.2%	54%	False	False	347,062
80	125-000	123-000	2-000	1.6%	0-071	0.2%	60%	False	False	260,565

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	0-016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-124
2.618	124-319
1.618	124-242
1.000	124-194
0.618	124-165
HIGH	124-117
0.618	124-088
0.500	124-078
0.382	124-069
LOW	124-040
0.618	123-312
1.000	123-283
1.618	123-235
2.618	123-158
4.250	123-033

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	124-078	124-115
PP	124-073	124-097
S1	124-068	124-080

Download as Excel Spreadsheet

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

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