ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	124-110	124-140	0-030	0.1%	124-120
High	124-110	124-160	0-050	0.1%	124-160
Low	124-110	124-140	0-030	0.1%	124-090
Close	124-110	124-160	0-050	0.1%	124-160
Range	0-000	0-020	0-020		0-070
ATR	0-040	0-041	0-001	1.7%	0-000
Volume	95	95	0	0.0%	475

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-213	124-207	124-171
R3	124-193	124-187	124-166
R2	124-173	124-173	124-164
R1	124-167	124-167	124-162	124-170
PP	124-153	124-153	124-153	124-155
S1	124-147	124-147	124-158	124-150
S2	124-133	124-133	124-156
S3	124-113	124-127	124-154
S4	124-093	124-107	124-149

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-027	125-003	124-198
R3	124-277	124-253	124-179
R2	124-207	124-207	124-173
R1	124-183	124-183	124-166	124-195
PP	124-137	124-137	124-137	124-142
S1	124-113	124-113	124-154	124-125
S2	124-067	124-067	124-147
S3	123-317	124-043	124-141
S4	123-247	123-293	124-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-160	124-090	0-070	0.2%	0-004	0.0%	100%	True	False	95
10	124-160	124-040	0-120	0.3%	0-009	0.0%	100%	True	False	59
20	124-160	123-040	1-120	1.1%	0-004	0.0%	100%	True	False	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-245
2.618	124-212
1.618	124-192
1.000	124-180
0.618	124-172
HIGH	124-160
0.618	124-152
0.500	124-150
0.382	124-148
LOW	124-140
0.618	124-128
1.000	124-120
1.618	124-108
2.618	124-088
4.250	124-055

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	124-157	124-152
PP	124-153	124-143
S1	124-150	124-135

Download as Excel Spreadsheet

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

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