ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 123-240 124-000 0-080 0.2% 124-050
High 123-270 124-000 0-050 0.1% 124-080
Low 123-230 124-000 0-090 0.2% 123-230
Close 123-270 124-000 0-050 0.1% 124-000
Range 0-040 0-000 -0-040 -100.0% 0-170
ATR 0-058 0-057 -0-001 -1.0% 0-000
Volume 3,750 5,111 1,361 36.3% 20,456
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-000 124-000 124-000
R3 124-000 124-000 124-000
R2 124-000 124-000 124-000
R1 124-000 124-000 124-000 124-000
PP 124-000 124-000 124-000 124-000
S1 124-000 124-000 124-000 124-000
S2 124-000 124-000 124-000
S3 124-000 124-000 124-000
S4 124-000 124-000 124-000
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-187 125-103 124-094
R3 125-017 124-253 124-047
R2 124-167 124-167 124-031
R1 124-083 124-083 124-016 124-040
PP 123-317 123-317 123-317 123-295
S1 123-233 123-233 123-304 123-190
S2 123-147 123-147 123-289
S3 122-297 123-063 123-273
S4 122-127 122-213 123-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-080 123-230 0-170 0.4% 0-042 0.1% 53% False False 4,091
10 124-190 123-230 0-280 0.7% 0-064 0.2% 32% False False 2,901
20 124-210 123-230 0-300 0.8% 0-036 0.1% 30% False False 1,746
40 124-210 123-040 1-170 1.2% 0-020 0.1% 57% False False 879
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124-000
2.618 124-000
1.618 124-000
1.000 124-000
0.618 124-000
HIGH 124-000
0.618 124-000
0.500 124-000
0.382 124-000
LOW 124-000
0.618 124-000
1.000 124-000
1.618 124-000
2.618 124-000
4.250 124-000
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 124-000 123-305
PP 124-000 123-290
S1 124-000 123-275

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

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