ECBOT 5 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	123-277	123-260	-0-017	0.0%	124-105
High	123-297	123-305	0-008	0.0%	124-130
Low	123-222	123-255	0-033	0.1%	123-222
Close	123-257	123-280	0-023	0.1%	123-280
Range	0-075	0-050	-0-025	-33.3%	0-228
ATR	0-081	0-079	-0-002	-2.7%	0-000
Volume	455,269	275,124	-180,145	-39.6%	1,710,081

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-110	124-085	123-308
R3	124-060	124-035	123-294
R2	124-010	124-010	123-289
R1	123-305	123-305	123-285	123-318
PP	123-280	123-280	123-280	123-286
S1	123-255	123-255	123-275	123-268
S2	123-230	123-230	123-271
S3	123-180	123-205	123-266
S4	123-130	123-155	123-252

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-041	125-229	124-085
R3	125-133	125-001	124-023
R2	124-225	124-225	124-002
R1	124-093	124-093	123-301	124-045
PP	123-317	123-317	123-317	123-294
S1	123-185	123-185	123-259	123-137
S2	123-089	123-089	123-238
S3	122-181	122-277	123-217
S4	121-273	122-049	123-155

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%	0-072	0.2%	25%	False	False	342,016
10	124-190	123-222	0-288	0.7%	0-075	0.2%	20%	False	False	334,255
20	125-000	123-222	1-098	1.1%	0-082	0.2%	14%	False	False	367,606
40	125-000	123-222	1-098	1.1%	0-075	0.2%	14%	False	False	331,906
60	125-000	123-085	1-235	1.4%	0-087	0.2%	35%	False	False	382,998
80	125-000	123-080	1-240	1.4%	0-076	0.2%	36%	False	False	289,606

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-016
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	124-198
2.618	124-116
1.618	124-066
1.000	124-035
0.618	124-016
HIGH	123-305
0.618	123-286
0.500	123-280
0.382	123-274
LOW	123-255
0.618	123-224
1.000	123-205
1.618	123-174
2.618	123-124
4.250	123-042

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	123-280	123-292
PP	123-280	123-288
S1	123-280	123-284

Download as Excel Spreadsheet

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

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