ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 123-140 123-150 0-010 0.0% 124-010
High 123-170 123-170 0-000 0.0% 124-020
Low 123-100 123-150 0-050 0.1% 123-100
Close 123-130 123-160 0-030 0.1% 123-160
Range 0-070 0-020 -0-050 -71.4% 0-240
ATR 0-060 0-059 -0-001 -2.4% 0-000
Volume 13,101 10,125 -2,976 -22.7% 33,777
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 123-220 123-210 123-171
R3 123-200 123-190 123-166
R2 123-180 123-180 123-164
R1 123-170 123-170 123-162 123-175
PP 123-160 123-160 123-160 123-162
S1 123-150 123-150 123-158 123-155
S2 123-140 123-140 123-156
S3 123-120 123-130 123-154
S4 123-100 123-110 123-149
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-280 125-140 123-292
R3 125-040 124-220 123-226
R2 124-120 124-120 123-204
R1 123-300 123-300 123-182 123-250
PP 123-200 123-200 123-200 123-175
S1 123-060 123-060 123-138 123-010
S2 122-280 122-280 123-116
S3 122-040 122-140 123-094
S4 121-120 121-220 123-028
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% 0-052 0.1% 25% False False 6,755
10 124-080 123-100 0-300 0.8% 0-047 0.1% 20% False False 5,423
20 124-210 123-100 1-110 1.1% 0-048 0.1% 14% False False 3,412
40 124-210 123-040 1-170 1.2% 0-026 0.1% 24% False False 1,722
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 0-008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-255
2.618 123-222
1.618 123-202
1.000 123-190
0.618 123-182
HIGH 123-170
0.618 123-162
0.500 123-160
0.382 123-158
LOW 123-150
0.618 123-138
1.000 123-130
1.618 123-118
2.618 123-098
4.250 123-065
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 123-160 123-170
PP 123-160 123-167
S1 123-160 123-163

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

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