ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	124-210	124-200	-0-010	0.0%	124-120
High	124-210	124-210	0-000	0.0%	124-160
Low	124-210	124-200	-0-010	0.0%	124-090
Close	124-210	124-210	0-000	0.0%	124-160
Range	0-000	0-010	0-010		0-070
ATR	0-039	0-037	-0-002	-5.3%	0-000
Volume	2,005	2	-2,003	-99.9%	475

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-237	124-233	124-216
R3	124-227	124-223	124-213
R2	124-217	124-217	124-212
R1	124-213	124-213	124-211	124-215
PP	124-207	124-207	124-207	124-208
S1	124-203	124-203	124-209	124-205
S2	124-197	124-197	124-208
S3	124-187	124-193	124-207
S4	124-177	124-183	124-204

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%	0-006	0.0%	100%	True	False	458
10	124-210	124-060	0-150	0.4%	0-003	0.0%	100%	True	False	267
20	124-210	123-110	1-100	1.1%	0-005	0.0%	100%	True	False	137

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-252
2.618	124-236
1.618	124-226
1.000	124-220
0.618	124-216
HIGH	124-210
0.618	124-206
0.500	124-205
0.382	124-204
LOW	124-200
0.618	124-194
1.000	124-190
1.618	124-184
2.618	124-174
4.250	124-158

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	124-208	124-207
PP	124-207	124-203
S1	124-205	124-200

Download as Excel Spreadsheet

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

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