ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	124-190	124-210	0-020	0.1%	124-120
High	124-190	124-210	0-020	0.1%	124-160
Low	124-190	124-210	0-020	0.1%	124-090
Close	124-190	124-210	0-020	0.1%	124-160
Range
ATR	0-040	0-039	-0-001	-3.6%	0-000
Volume	94	2,005	1,911	2,033.0%	475

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-210	124-210	124-210
R3	124-210	124-210	124-210
R2	124-210	124-210	124-210
R1	124-210	124-210	124-210	124-210
PP	124-210	124-210	124-210	124-210
S1	124-210	124-210	124-210	124-210
S2	124-210	124-210	124-210
S3	124-210	124-210	124-210
S4	124-210	124-210	124-210

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	124-210	124-110	0-100	0.3%	0-004	0.0%	100%	True	False	476
10	124-210	124-060	0-150	0.4%	0-005	0.0%	100%	True	False	267
20	124-210	123-100	1-110	1.1%	0-004	0.0%	100%	True	False	137

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	0-000

Fibonacci Retracements and Extensions
4.250	124-210
2.618	124-210
1.618	124-210
1.000	124-210
0.618	124-210
HIGH	124-210
0.618	124-210
0.500	124-210
0.382	124-210
LOW	124-210
0.618	124-210
1.000	124-210
1.618	124-210
2.618	124-210
4.250	124-210

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	124-210	124-198
PP	124-210	124-187
S1	124-210	124-175

Download as Excel Spreadsheet

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

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