ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	124-105	124-097	-0-008	0.0%	124-130
High	124-130	124-105	-0-025	-0.1%	124-190
Low	124-067	124-025	-0-042	-0.1%	124-010
Close	124-105	124-040	-0-065	-0.2%	124-110
Range	0-063	0-080	0-017	27.0%	0-180
ATR	0-081	0-081	0-000	-0.1%	0-000
Volume	214,535	324,294	109,759	51.2%	1,632,469

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-297	124-248	124-084
R3	124-217	124-168	124-062
R2	124-137	124-137	124-055
R1	124-088	124-088	124-047	124-072
PP	124-057	124-057	124-057	124-049
S1	124-008	124-008	124-033	123-312
S2	123-297	123-297	124-025
S3	123-217	123-248	124-018
S4	123-137	123-168	123-316

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-003	125-237	124-209
R3	125-143	125-057	124-160
R2	124-283	124-283	124-143
R1	124-197	124-197	124-126	124-150
PP	124-103	124-103	124-103	124-080
S1	124-017	124-017	124-094	123-290
S2	123-243	123-243	124-077
S3	123-063	123-157	124-060
S4	122-203	122-297	124-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-130	124-010	0-120	0.3%	0-070	0.2%	25%	False	False	300,989
10	124-280	124-010	0-270	0.7%	0-088	0.2%	11%	False	False	351,291
20	125-000	124-010	0-310	0.8%	0-080	0.2%	10%	False	False	349,171
40	125-000	123-227	1-093	1.0%	0-077	0.2%	32%	False	False	338,617
60	125-000	123-085	1-235	1.4%	0-087	0.2%	50%	False	False	365,770
80	125-000	123-050	1-270	1.5%	0-074	0.2%	53%	False	False	274,997

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-125
2.618	124-314
1.618	124-234
1.000	124-185
0.618	124-154
HIGH	124-105
0.618	124-074
0.500	124-065
0.382	124-056
LOW	124-025
0.618	123-296
1.000	123-265
1.618	123-216
2.618	123-136
4.250	123-005

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	124-065	124-078
PP	124-057	124-065
S1	124-048	124-052

Download as Excel Spreadsheet

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

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