ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	124-040	124-150	0-110	0.3%	124-190
High	124-140	124-190	0-050	0.1%	124-210
Low	124-040	124-150	0-110	0.3%	124-060
Close	124-130	124-160	0-030	0.1%	124-060
Range	0-100	0-040	-0-060	-60.0%	0-150
ATR	0-046	0-047	0-001	2.1%	0-000
Volume	1,169	425	-744	-63.6%	5,447

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-287	124-263	124-182
R3	124-247	124-223	124-171
R2	124-207	124-207	124-167
R1	124-183	124-183	124-164	124-195
PP	124-167	124-167	124-167	124-172
S1	124-143	124-143	124-156	124-155
S2	124-127	124-127	124-153
S3	124-087	124-103	124-149
S4	124-047	124-063	124-138

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%	0-042	0.1%	71%	False	False	988
10	124-210	124-040	0-170	0.4%	0-023	0.1%	71%	False	False	732
20	124-210	123-240	0-290	0.7%	0-015	0.0%	83%	False	False	382

Crabel Price Patterns
NR	True
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-040
2.618	124-295
1.618	124-255
1.000	124-230
0.618	124-215
HIGH	124-190
0.618	124-175
0.500	124-170
0.382	124-165
LOW	124-150
0.618	124-125
1.000	124-110
1.618	124-085
2.618	124-045
4.250	123-300

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	124-170	124-145
PP	124-167	124-130
S1	124-163	124-115

Download as Excel Spreadsheet

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

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