ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 123-150 123-160 0-010 0.0% 124-010
High 123-170 123-190 0-020 0.1% 124-020
Low 123-150 123-130 -0-020 -0.1% 123-100
Close 123-160 123-170 0-010 0.0% 123-160
Range 0-020 0-060 0-040 200.0% 0-240
ATR 0-059 0-059 0-000 0.2% 0-000
Volume 10,125 7,879 -2,246 -22.2% 33,777
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 124-023 123-317 123-203
R3 123-283 123-257 123-186
R2 123-223 123-223 123-181
R1 123-197 123-197 123-176 123-210
PP 123-163 123-163 123-163 123-170
S1 123-137 123-137 123-164 123-150
S2 123-103 123-103 123-159
S3 123-043 123-077 123-154
S4 122-303 123-017 123-137
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
5 123-300 123-100 0-200 0.5% 0-060 0.2% 35% False False 7,369
10 124-040 123-100 0-260 0.7% 0-048 0.1% 27% False False 5,826
20 124-210 123-100 1-110 1.1% 0-052 0.1% 16% False False 3,801
40 124-210 123-100 1-110 1.1% 0-028 0.1% 16% False False 1,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-125
2.618 124-027
1.618 123-287
1.000 123-250
0.618 123-227
HIGH 123-190
0.618 123-167
0.500 123-160
0.382 123-153
LOW 123-130
0.618 123-093
1.000 123-070
1.618 123-033
2.618 122-293
4.250 122-195
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 123-167 123-162
PP 123-163 123-153
S1 123-160 123-145

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

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