ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	124-130	124-110	-0-020	-0.1%	124-050
High	124-130	124-110	-0-020	-0.1%	124-090
Low	124-130	124-110	-0-020	-0.1%	124-040
Close	124-130	124-110	-0-020	-0.1%	124-060
Range
ATR	0-042	0-040	-0-002	-3.7%	0-000
Volume	95	95	0	0.0%	119

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-110	124-110	124-110
R3	124-110	124-110	124-110
R2	124-110	124-110	124-110
R1	124-110	124-110	124-110	124-110
PP	124-110	124-110	124-110	124-110
S1	124-110	124-110	124-110	124-110
S2	124-110	124-110	124-110
S3	124-110	124-110	124-110
S4	124-110	124-110	124-110

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-213	124-187	124-088
R3	124-163	124-137	124-074
R2	124-113	124-113	124-069
R1	124-087	124-087	124-065	124-100
PP	124-063	124-063	124-063	124-070
S1	124-037	124-037	124-055	124-050
S2	124-013	124-013	124-051
S3	123-283	123-307	124-046
S4	123-233	123-257	124-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-130	124-060	0-070	0.2%	0-000	0.0%	71%	False	False	95
10	124-130	124-030	0-100	0.3%	0-007	0.0%	80%	False	False	50
20	124-130	123-040	1-090	1.0%	0-004	0.0%	95%	False	False	29

Crabel Price Patterns
NR	False
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	0-001

Fibonacci Retracements and Extensions
4.250	124-110
2.618	124-110
1.618	124-110
1.000	124-110
0.618	124-110
HIGH	124-110
0.618	124-110
0.500	124-110
0.382	124-110
LOW	124-110
0.618	124-110
1.000	124-110
1.618	124-110
2.618	124-110
4.250	124-110

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	124-110	124-110
PP	124-110	124-110
S1	124-110	124-110

Download as Excel Spreadsheet

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

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