ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	124-150	124-160	0-010	0.0%	124-190
High	124-190	124-170	-0-020	-0.1%	124-210
Low	124-150	124-080	-0-070	-0.2%	124-060
Close	124-160	124-080	-0-080	-0.2%	124-060
Range	0-040	0-090	0-050	125.0%	0-150
ATR	0-047	0-050	0-003	6.4%	0-000
Volume	425	2,452	2,027	476.9%	5,447

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-060	125-000	124-130
R3	124-290	124-230	124-105
R2	124-200	124-200	124-096
R1	124-140	124-140	124-088	124-125
PP	124-110	124-110	124-110	124-102
S1	124-050	124-050	124-072	124-035
S2	124-020	124-020	124-064
S3	123-250	123-280	124-055
S4	123-160	123-190	124-030

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	124-190	124-040	0-150	0.4%	0-058	0.1%	27%	False	False	1,478
10	124-210	124-040	0-170	0.4%	0-032	0.1%	24%	False	False	968
20	124-210	123-280	0-250	0.6%	0-020	0.0%	48%	False	False	505

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-232
2.618	125-086
1.618	124-316
1.000	124-260
0.618	124-226
HIGH	124-170
0.618	124-136
0.500	124-125
0.382	124-114
LOW	124-080
0.618	124-024
1.000	123-310
1.618	123-254
2.618	123-164
4.250	123-018

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	124-125	124-115
PP	124-110	124-103
S1	124-095	124-092

Download as Excel Spreadsheet

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

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