ECBOT 10 Year T-Note Future September 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	132-155	132-110	-0-045	-0.1%	133-230
High	132-225	132-215	-0-010	0.0%	133-275
Low	132-050	132-100	0-050	0.1%	132-050
Close	132-115	132-160	0-045	0.1%	132-160
Range	0-175	0-115	-0-060	-34.3%	1-225
ATR	0-184	0-179	-0-005	-2.7%	0-000
Volume	1,044,020	634,780	-409,240	-39.2%	4,292,233

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-183	133-127	132-223
R3	133-068	133-012	132-192
R2	132-273	132-273	132-181
R1	132-217	132-217	132-171	132-245
PP	132-158	132-158	132-158	132-172
S1	132-102	132-102	132-149	132-130
S2	132-043	132-043	132-139
S3	131-248	131-307	132-128
S4	131-133	131-192	132-097

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-303	136-297	133-140
R3	136-078	135-072	132-310
R2	134-173	134-173	132-260
R1	133-167	133-167	132-210	133-058
PP	132-268	132-268	132-268	132-214
S1	131-262	131-262	132-110	131-152
S2	131-043	131-043	132-060
S3	129-138	130-037	132-010
S4	127-233	128-132	131-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-275	132-050	1-225	1.3%	0-165	0.4%	20%	False	False	858,446
10	134-100	132-050	2-050	1.6%	0-162	0.4%	16%	False	False	797,455
20	135-155	132-050	3-105	2.5%	0-190	0.4%	10%	False	False	865,146
40	135-155	132-050	3-105	2.5%	0-172	0.4%	10%	False	False	767,620
60	135-155	132-050	3-105	2.5%	0-196	0.5%	10%	False	False	875,381
80	135-155	130-180	4-295	3.7%	0-181	0.4%	39%	False	False	660,519
100	135-155	127-210	7-265	5.9%	0-161	0.4%	62%	False	False	528,670

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-064
2.618	133-196
1.618	133-081
1.000	133-010
0.618	132-286
HIGH	132-215
0.618	132-171
0.500	132-158
0.382	132-144
LOW	132-100
0.618	132-029
1.000	131-305
1.618	131-234
2.618	131-119
4.250	130-251

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	132-159	132-215
PP	132-158	132-197
S1	132-158	132-178

Download as Excel Spreadsheet

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

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