ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 15-Aug-2012

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	124-097	124-027	-0-070	-0.2%	124-130
High	124-105	124-042	-0-063	-0.2%	124-190
Low	124-025	123-272	-0-073	-0.2%	124-010
Close	124-040	123-287	-0-073	-0.2%	124-110
Range	0-080	0-090	0-010	12.5%	0-180
ATR	0-081	0-081	0-001	0.8%	0-000
Volume	324,294	440,859	116,565	35.9%	1,632,469

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-257	124-202	124-016
R3	124-167	124-112	123-312
R2	124-077	124-077	123-304
R1	124-022	124-022	123-295	124-004
PP	123-307	123-307	123-307	123-298
S1	123-252	123-252	123-279	123-234
S2	123-217	123-217	123-270
S3	123-127	123-162	123-262
S4	123-037	123-072	123-238

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	123-272	0-178	0.4%	0-073	0.2%	8%	False	True	320,174
10	124-275	123-272	1-003	0.8%	0-086	0.2%	5%	False	True	353,571
20	125-000	123-272	1-048	0.9%	0-081	0.2%	4%	False	True	359,060
40	125-000	123-227	1-093	1.0%	0-077	0.2%	15%	False	False	339,886
60	125-000	123-085	1-235	1.4%	0-087	0.2%	36%	False	False	372,930
80	125-000	123-050	1-270	1.5%	0-075	0.2%	40%	False	False	280,492

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	0-019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-104
2.618	124-278
1.618	124-188
1.000	124-132
0.618	124-098
HIGH	124-042
0.618	124-008
0.500	123-317
0.382	123-306
LOW	123-272
0.618	123-216
1.000	123-182
1.618	123-126
2.618	123-036
4.250	122-210

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	123-317	124-041
PP	123-307	124-016
S1	123-297	123-312

Download as Excel Spreadsheet

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

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