ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	124-160	124-100	-0-060	-0.2%	124-190
High	124-170	124-180	0-010	0.0%	124-210
Low	124-080	124-080	0-000	0.0%	124-060
Close	124-080	124-130	0-050	0.1%	124-060
Range	0-090	0-100	0-010	11.1%	0-150
ATR	0-050	0-054	0-004	7.0%	0-000
Volume	2,452	4,163	1,711	69.8%	5,447

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-110	125-060	124-185
R3	125-010	124-280	124-158
R2	124-230	124-230	124-148
R1	124-180	124-180	124-139	124-205
PP	124-130	124-130	124-130	124-142
S1	124-080	124-080	124-121	124-105
S2	124-030	124-030	124-112
S3	123-250	123-300	124-102
S4	123-150	123-200	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	124-190	124-040	0-150	0.4%	0-076	0.2%	60%	False	False	2,029
10	124-210	124-040	0-170	0.4%	0-042	0.1%	53%	False	False	1,375
20	124-210	124-030	0-180	0.5%	0-024	0.1%	56%	False	False	712
40	124-210	123-040	1-170	1.2%	0-012	0.0%	84%	False	False	360

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	0-003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-285
2.618	125-122
1.618	125-022
1.000	124-280
0.618	124-242
HIGH	124-180
0.618	124-142
0.500	124-130
0.382	124-118
LOW	124-080
0.618	124-018
1.000	123-300
1.618	123-238
2.618	123-138
4.250	122-295

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	124-130	124-135
PP	124-130	124-133
S1	124-130	124-132

Download as Excel Spreadsheet

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

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