ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	123-260	123-285	0-025	0.1%	124-105
High	123-305	123-312	0-007	0.0%	124-130
Low	123-255	123-235	-0-020	-0.1%	123-222
Close	123-280	123-297	0-017	0.0%	123-280
Range	0-050	0-077	0-027	54.0%	0-228
ATR	0-079	0-079	0-000	-0.2%	0-000
Volume	275,124	268,903	-6,221	-2.3%	1,710,081

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-192	124-162	124-019
R3	124-115	124-085	123-318
R2	124-038	124-038	123-311
R1	124-008	124-008	123-304	124-023
PP	123-281	123-281	123-281	123-289
S1	123-251	123-251	123-290	123-266
S2	123-204	123-204	123-283
S3	123-127	123-174	123-276
S4	123-050	123-097	123-255

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	124-105	123-222	0-203	0.5%	0-074	0.2%	37%	False	False	352,889
10	124-167	123-222	0-265	0.7%	0-075	0.2%	28%	False	False	335,609
20	125-000	123-222	1-098	1.1%	0-083	0.2%	18%	False	False	363,465
40	125-000	123-222	1-098	1.1%	0-076	0.2%	18%	False	False	330,287
60	125-000	123-085	1-235	1.4%	0-087	0.2%	38%	False	False	384,039
80	125-000	123-080	1-240	1.4%	0-077	0.2%	39%	False	False	292,944

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-319
2.618	124-194
1.618	124-117
1.000	124-069
0.618	124-040
HIGH	123-312
0.618	123-283
0.500	123-274
0.382	123-264
LOW	123-235
0.618	123-187
1.000	123-158
1.618	123-110
2.618	123-033
4.250	122-228

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	123-289	123-287
PP	123-281	123-277
S1	123-274	123-267

Download as Excel Spreadsheet

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

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