ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	124-027	123-277	-0-070	-0.2%	124-130
High	124-042	123-297	-0-065	-0.2%	124-190
Low	123-272	123-222	-0-050	-0.1%	124-010
Close	123-287	123-257	-0-030	-0.1%	124-110
Range	0-090	0-075	-0-015	-16.7%	0-180
ATR	0-081	0-081	0-000	-0.6%	0-000
Volume	440,859	455,269	14,410	3.3%	1,632,469

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-164	124-125	123-298
R3	124-089	124-050	123-278
R2	124-014	124-014	123-271
R1	123-295	123-295	123-264	123-277
PP	123-259	123-259	123-259	123-250
S1	123-220	123-220	123-250	123-202
S2	123-184	123-184	123-243
S3	123-109	123-145	123-236
S4	123-034	123-070	123-216

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	123-222	0-228	0.6%	0-075	0.2%	15%	False	True	335,355
10	124-232	123-222	1-010	0.8%	0-082	0.2%	11%	False	True	347,197
20	125-000	123-222	1-098	1.1%	0-082	0.2%	8%	False	True	366,392
40	125-000	123-222	1-098	1.1%	0-076	0.2%	8%	False	True	336,173
60	125-000	123-085	1-235	1.4%	0-088	0.2%	31%	False	False	379,996
80	125-000	123-050	1-270	1.5%	0-075	0.2%	35%	False	False	286,181

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-296
2.618	124-173
1.618	124-098
1.000	124-052
0.618	124-023
HIGH	123-297
0.618	123-268
0.500	123-260
0.382	123-251
LOW	123-222
0.618	123-176
1.000	123-147
1.618	123-101
2.618	123-026
4.250	122-223

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	123-260	124-004
PP	123-259	123-301
S1	123-258	123-279

Download as Excel Spreadsheet

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

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