ECBOT 5 Year T-Note Future September 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	124-120	124-117	-0-003	0.0%	123-285
High	124-165	124-165	0-000	0.0%	124-172
Low	124-110	124-102	-0-008	0.0%	123-235
Close	124-120	124-150	0-030	0.1%	124-120
Range	0-055	0-063	0-008	14.5%	0-257
ATR	0-081	0-079	-0-001	-1.6%	0-000
Volume	425,059	397,991	-27,068	-6.4%	2,089,986

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-008	124-302	124-185
R3	124-265	124-239	124-167
R2	124-202	124-202	124-162
R1	124-176	124-176	124-156	124-189
PP	124-139	124-139	124-139	124-146
S1	124-113	124-113	124-144	124-126
S2	124-076	124-076	124-138
S3	124-013	124-050	124-133
S4	123-270	123-307	124-115

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-200	126-097	124-261
R3	125-263	125-160	124-191
R2	125-006	125-006	124-167
R1	124-223	124-223	124-144	124-274
PP	124-069	124-069	124-069	124-095
S1	123-286	123-286	124-096	124-018
S2	123-132	123-132	124-073
S3	122-195	123-029	124-049
S4	121-258	122-092	123-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-172	123-252	0-240	0.6%	0-082	0.2%	91%	False	False	443,814
10	124-172	123-222	0-270	0.7%	0-078	0.2%	92%	False	False	398,352
20	124-282	123-222	1-060	1.0%	0-082	0.2%	65%	False	False	380,015
40	125-000	123-222	1-098	1.0%	0-076	0.2%	59%	False	False	335,909
60	125-000	123-085	1-235	1.4%	0-085	0.2%	69%	False	False	369,258
80	125-000	123-085	1-235	1.4%	0-080	0.2%	69%	False	False	320,632

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-113
2.618	125-010
1.618	124-267
1.000	124-228
0.618	124-204
HIGH	124-165
0.618	124-141
0.500	124-134
0.382	124-126
LOW	124-102
0.618	124-063
1.000	124-039
1.618	124-000
2.618	123-257
4.250	123-154

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	124-144	124-145
PP	124-139	124-141
S1	124-134	124-136

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