ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	124-005	124-070	0-065	0.2%	123-160
High	124-047	124-072	0-025	0.1%	124-060
Low	123-310	124-027	0-037	0.1%	123-130
Close	124-037	124-052	0-015	0.0%	124-010
Range	0-057	0-045	-0-012	-21.1%	0-250
ATR	0-066	0-064	-0-001	-2.3%	0-000
Volume	205,068	466,305	261,237	127.4%	190,404

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-185	124-164	124-077
R3	124-140	124-119	124-064
R2	124-095	124-095	124-060
R1	124-074	124-074	124-056	124-062
PP	124-050	124-050	124-050	124-044
S1	124-029	124-029	124-048	124-017
S2	124-005	124-005	124-044
S3	123-280	123-304	124-040
S4	123-235	123-259	124-027

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-070	125-290	124-148
R3	125-140	125-040	124-079
R2	124-210	124-210	124-056
R1	124-110	124-110	124-033	124-160
PP	123-280	123-280	123-280	123-305
S1	123-180	123-180	123-307	123-230
S2	123-030	123-030	123-284
S3	122-100	122-250	123-261
S4	121-170	122-000	123-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-072	123-190	0-202	0.5%	0-076	0.2%	90%	True	False	167,457
10	124-072	123-100	0-292	0.7%	0-068	0.2%	93%	True	False	89,037
20	124-180	123-100	1-080	1.0%	0-063	0.2%	68%	False	False	46,148
40	124-210	123-100	1-110	1.1%	0-039	0.1%	63%	False	False	23,265

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	0-012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	124-263
2.618	124-190
1.618	124-145
1.000	124-117
0.618	124-100
HIGH	124-072
0.618	124-055
0.500	124-050
0.382	124-044
LOW	124-027
0.618	123-319
1.000	123-302
1.618	123-274
2.618	123-229
4.250	123-156

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	124-051	124-045
PP	124-050	124-038
S1	124-050	124-031

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols