ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 124-050 124-040 -0-010 0.0% 124-040
High 124-080 124-040 -0-040 -0.1% 124-190
Low 124-030 123-290 -0-060 -0.2% 124-030
Close 124-070 123-300 -0-090 -0.2% 124-030
Range 0-050 0-070 0-020 40.0% 0-160
ATR 0-057 0-060 0-003 5.5% 0-000
Volume 3,850 3,556 -294 -7.6% 8,561
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-207 124-163 124-018
R3 124-137 124-093 123-319
R2 124-067 124-067 123-313
R1 124-023 124-023 123-306 124-010
PP 123-317 123-317 123-317 123-310
S1 123-273 123-273 123-294 123-260
S2 123-247 123-247 123-287
S3 123-177 123-203 123-281
S4 123-107 123-133 123-262
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
5 124-180 123-290 0-210 0.5% 0-082 0.2% 5% False True 2,874
10 124-210 123-290 0-240 0.6% 0-062 0.2% 4% False True 1,931
20 124-210 123-290 0-240 0.6% 0-034 0.1% 4% False True 1,099
40 124-210 123-040 1-170 1.2% 0-018 0.0% 53% False False 553
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 0-005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-018
2.618 124-223
1.618 124-153
1.000 124-110
0.618 124-083
HIGH 124-040
0.618 124-013
0.500 124-005
0.382 123-317
LOW 123-290
0.618 123-247
1.000 123-220
1.618 123-177
2.618 123-107
4.250 122-312
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 124-005 124-050
PP 123-317 124-027
S1 123-308 124-003

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

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