ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	124-130	124-050	-0-080	-0.2%	124-040
High	124-130	124-080	-0-050	-0.1%	124-190
Low	124-030	124-030	0-000	0.0%	124-030
Close	124-030	124-070	0-040	0.1%	124-030
Range	0-100	0-050	-0-050	-50.0%	0-160
ATR	0-057	0-057	-0-001	-0.9%	0-000
Volume	352	3,850	3,498	993.8%	8,561

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-210	124-190	124-098
R3	124-160	124-140	124-084
R2	124-110	124-110	124-079
R1	124-090	124-090	124-075	124-100
PP	124-060	124-060	124-060	124-065
S1	124-040	124-040	124-065	124-050
S2	124-010	124-010	124-061
S3	123-280	123-310	124-056
S4	123-230	123-260	124-042

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%	0-076	0.2%	25%	False	True	2,248
10	124-210	124-030	0-180	0.5%	0-055	0.1%	22%	False	True	1,776
20	124-210	124-030	0-180	0.5%	0-032	0.1%	22%	False	True	922
40	124-210	123-040	1-170	1.2%	0-016	0.0%	71%	False	False	465

Crabel Price Patterns
NR	True
NR4	True
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	0-005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-292
2.618	124-211
1.618	124-161
1.000	124-130
0.618	124-111
HIGH	124-080
0.618	124-061
0.500	124-055
0.382	124-049
LOW	124-030
0.618	123-319
1.000	123-300
1.618	123-269
2.618	123-219
4.250	123-138

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	124-065	124-105
PP	124-060	124-093
S1	124-055	124-082

Download as Excel Spreadsheet

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

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