ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	124-100	124-130	0-030	0.1%	124-040
High	124-180	124-130	-0-050	-0.1%	124-190
Low	124-080	124-030	-0-050	-0.1%	124-030
Close	124-130	124-030	-0-100	-0.3%	124-030
Range	0-100	0-100	0-000	0.0%	0-160
ATR	0-054	0-057	0-003	6.1%	0-000
Volume	4,163	352	-3,811	-91.5%	8,561

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-043	124-297	124-085
R3	124-263	124-197	124-058
R2	124-163	124-163	124-048
R1	124-097	124-097	124-039	124-080
PP	124-063	124-063	124-063	124-055
S1	123-317	123-317	124-021	123-300
S2	123-283	123-283	124-012
S3	123-183	123-217	124-002
S4	123-083	123-117	123-295

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-243	125-137	124-118
R3	125-083	124-297	124-074
R2	124-243	124-243	124-059
R1	124-137	124-137	124-045	124-110
PP	124-083	124-083	124-083	124-070
S1	123-297	123-297	124-015	123-270
S2	123-243	123-243	124-001
S3	123-083	123-137	123-306
S4	122-243	122-297	123-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-190	124-030	0-160	0.4%	0-086	0.2%	0%	False	True	1,712
10	124-210	124-030	0-180	0.5%	0-050	0.1%	0%	False	True	1,400
20	124-210	124-030	0-180	0.5%	0-030	0.1%	0%	False	True	730
40	124-210	123-040	1-170	1.2%	0-015	0.0%	63%	False	False	369

Crabel Price Patterns
NR	False
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	0-003

Fibonacci Retracements and Extensions
4.250	125-235
2.618	125-072
1.618	124-292
1.000	124-230
0.618	124-192
HIGH	124-130
0.618	124-092
0.500	124-080
0.382	124-068
LOW	124-030
0.618	123-288
1.000	123-250
1.618	123-188
2.618	123-088
4.250	122-245

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	124-080	124-105
PP	124-063	124-080
S1	124-047	124-055

Download as Excel Spreadsheet

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

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