ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	124-070	124-045	-0-025	-0.1%	123-160
High	124-072	124-062	-0-010	0.0%	124-060
Low	124-027	124-012	-0-015	0.0%	123-130
Close	124-052	124-040	-0-012	0.0%	124-010
Range	0-045	0-050	0-005	11.1%	0-250
ATR	0-064	0-063	-0-001	-1.6%	0-000
Volume	466,305	563,759	97,454	20.9%	190,404

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-188	124-164	124-068
R3	124-138	124-114	124-054
R2	124-088	124-088	124-049
R1	124-064	124-064	124-045	124-051
PP	124-038	124-038	124-038	124-032
S1	124-014	124-014	124-035	124-001
S2	123-308	123-308	124-031
S3	123-258	123-284	124-026
S4	123-208	123-234	124-012

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	123-310	0-082	0.2%	0-056	0.1%	61%	False	False	275,077
10	124-072	123-100	0-292	0.7%	0-064	0.2%	89%	False	False	144,876
20	124-180	123-100	1-080	1.0%	0-061	0.2%	65%	False	False	74,214
40	124-210	123-100	1-110	1.1%	0-040	0.1%	60%	False	False	37,359

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-274
2.618	124-193
1.618	124-143
1.000	124-112
0.618	124-093
HIGH	124-062
0.618	124-043
0.500	124-037
0.382	124-031
LOW	124-012
0.618	123-301
1.000	123-282
1.618	123-251
2.618	123-201
4.250	123-120

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	124-039	124-037
PP	124-038	124-034
S1	124-037	124-031

Download as Excel Spreadsheet

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

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