ECBOT 5 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 123-180 123-190 0-010 0.0% 124-010
High 123-190 124-020 0-150 0.4% 124-020
Low 123-130 123-190 0-060 0.2% 123-100
Close 123-180 123-300 0-120 0.3% 123-160
Range 0-060 0-150 0-090 150.0% 0-240
ATR 0-059 0-066 0-007 12.2% 0-000
Volume 16,611 25,661 9,050 54.5% 33,777
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 125-087 125-023 124-062
R3 124-257 124-193 124-021
R2 124-107 124-107 124-008
R1 124-043 124-043 123-314 124-075
PP 123-277 123-277 123-277 123-292
S1 123-213 123-213 123-286 123-245
S2 123-127 123-127 123-272
S3 122-297 123-063 123-259
S4 122-147 122-233 123-218
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% 0-072 0.2% 83% True False 14,675
10 124-020 123-100 0-240 0.6% 0-057 0.1% 83% True False 9,278
20 124-190 123-100 1-090 1.0% 0-062 0.2% 49% False False 5,814
40 124-210 123-100 1-110 1.1% 0-033 0.1% 47% False False 2,976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 126-018
2.618 125-093
1.618 124-263
1.000 124-170
0.618 124-113
HIGH 124-020
0.618 123-283
0.500 123-265
0.382 123-247
LOW 123-190
0.618 123-097
1.000 123-040
1.618 122-267
2.618 122-117
4.250 121-192
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 123-288 123-278
PP 123-277 123-257
S1 123-265 123-235

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

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