ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	124-110	124-040	-0-070	-0.2%	124-190
High	124-110	124-140	0-030	0.1%	124-210
Low	124-060	124-040	-0-020	-0.1%	124-060
Close	124-060	124-130	0-070	0.2%	124-060
Range	0-050	0-100	0-050	100.0%	0-150
ATR	0-042	0-046	0-004	9.8%	0-000
Volume	1,936	1,169	-767	-39.6%	5,447

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-083	125-047	124-185
R3	124-303	124-267	124-158
R2	124-203	124-203	124-148
R1	124-167	124-167	124-139	124-185
PP	124-103	124-103	124-103	124-112
S1	124-067	124-067	124-121	124-085
S2	124-003	124-003	124-112
S3	123-223	123-287	124-102
S4	123-123	123-187	124-075

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	124-040	0-170	0.4%	0-034	0.1%	53%	False	True	1,304
10	124-210	124-040	0-170	0.4%	0-019	0.0%	53%	False	True	699
20	124-210	123-240	0-290	0.7%	0-013	0.0%	72%	False	False	362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	125-245
2.618	125-082
1.618	124-302
1.000	124-240
0.618	124-202
HIGH	124-140
0.618	124-102
0.500	124-090
0.382	124-078
LOW	124-040
0.618	123-298
1.000	123-260
1.618	123-198
2.618	123-098
4.250	122-255

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	124-117	124-125
PP	124-103	124-120
S1	124-090	124-115

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols