ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 124-200 124-190 -0-010 0.0% 124-120
High 124-210 124-190 -0-020 -0.1% 124-160
Low 124-200 124-180 -0-020 -0.1% 124-090
Close 124-210 124-180 -0-030 -0.1% 124-160
Range 0-010 0-010 0-000 0.0% 0-070
ATR 0-037 0-036 0-000 -1.3% 0-000
Volume 2 1,410 1,408 70,400.0% 475
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 124-213 124-207 124-186
R3 124-203 124-197 124-183
R2 124-193 124-193 124-182
R1 124-187 124-187 124-181 124-185
PP 124-183 124-183 124-183 124-182
S1 124-177 124-177 124-179 124-175
S2 124-173 124-173 124-178
S3 124-163 124-167 124-177
S4 124-153 124-157 124-174
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
5 124-210 124-140 0-070 0.2% 0-008 0.0% 57% False False 721
10 124-210 124-060 0-150 0.4% 0-004 0.0% 80% False False 408
20 124-210 123-110 1-100 1.1% 0-006 0.0% 93% False False 207
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 124-232
2.618 124-216
1.618 124-206
1.000 124-200
0.618 124-196
HIGH 124-190
0.618 124-186
0.500 124-185
0.382 124-184
LOW 124-180
0.618 124-174
1.000 124-170
1.618 124-164
2.618 124-154
4.250 124-138
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 124-185 124-195
PP 124-183 124-190
S1 124-182 124-185

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

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