ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 123-240 123-140 -0-100 -0.3% 124-050
High 123-240 123-170 -0-070 -0.2% 124-080
Low 123-150 123-100 -0-050 -0.1% 123-230
Close 123-160 123-130 -0-030 -0.1% 124-000
Range 0-090 0-070 -0-020 -22.2% 0-170
ATR 0-059 0-060 0-001 1.3% 0-000
Volume 5,376 13,101 7,725 143.7% 20,456
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-023 123-307 123-168
R3 123-273 123-237 123-149
R2 123-203 123-203 123-143
R1 123-167 123-167 123-136 123-150
PP 123-133 123-133 123-133 123-125
S1 123-097 123-097 123-124 123-080
S2 123-063 123-063 123-117
S3 122-313 123-027 123-111
S4 122-243 122-277 123-092
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
5 124-020 123-100 0-240 0.6% 0-048 0.1% 13% False True 5,752
10 124-130 123-100 1-030 0.9% 0-055 0.1% 9% False True 4,446
20 124-210 123-100 1-110 1.1% 0-048 0.1% 7% False True 2,910
40 124-210 123-040 1-170 1.2% 0-026 0.1% 18% False False 1,469
Crabel Price Patterns
NR True
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-148
2.618 124-033
1.618 123-283
1.000 123-240
0.618 123-213
HIGH 123-170
0.618 123-143
0.500 123-135
0.382 123-127
LOW 123-100
0.618 123-057
1.000 123-030
1.618 122-307
2.618 122-237
4.250 122-122
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 123-135 123-200
PP 123-133 123-177
S1 123-132 123-153

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

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