ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	124-190	124-110	-0-080	-0.2%	124-190
High	124-190	124-110	-0-080	-0.2%	124-210
Low	124-180	124-060	-0-120	-0.3%	124-060
Close	124-180	124-060	-0-120	-0.3%	124-060
Range	0-010	0-050	0-040	400.0%	0-150
ATR	0-036	0-042	0-006	16.5%	0-000
Volume	1,410	1,936	526	37.3%	5,447

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-227	124-193	124-088
R3	124-177	124-143	124-074
R2	124-127	124-127	124-069
R1	124-093	124-093	124-065	124-085
PP	124-077	124-077	124-077	124-072
S1	124-043	124-043	124-055	124-035
S2	124-027	124-027	124-051
S3	123-297	123-313	124-046
S4	123-247	123-263	124-032

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-240	125-140	124-142
R3	125-090	124-310	124-101
R2	124-260	124-260	124-088
R1	124-160	124-160	124-074	124-135
PP	124-110	124-110	124-110	124-098
S1	124-010	124-010	124-046	123-305
S2	123-280	123-280	124-032
S3	123-130	123-180	124-019
S4	122-300	123-030	123-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-210	124-060	0-150	0.4%	0-014	0.0%	0%	False	True	1,089
10	124-210	124-060	0-150	0.4%	0-009	0.0%	0%	False	True	592
20	124-210	123-110	1-100	1.1%	0-008	0.0%	64%	False	False	304

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	0-000
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	125-002
2.618	124-241
1.618	124-191
1.000	124-160
0.618	124-141
HIGH	124-110
0.618	124-091
0.500	124-085
0.382	124-079
LOW	124-060
0.618	124-029
1.000	124-010
1.618	123-299
2.618	123-249
4.250	123-168

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	124-085	124-135
PP	124-077	124-110
S1	124-068	124-085

Download as Excel Spreadsheet

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

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