ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	123-305	123-310	0-005	0.0%	124-105
High	124-005	124-132	0-127	0.3%	124-130
Low	123-252	123-307	0-055	0.1%	123-222
Close	123-300	124-102	0-122	0.3%	123-280
Range	0-073	0-145	0-072	98.6%	0-228
ATR	0-078	0-083	0-005	6.7%	0-000
Volume	371,538	518,793	147,255	39.6%	1,710,081

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-189	125-130	124-182
R3	125-044	124-305	124-142
R2	124-219	124-219	124-129
R1	124-160	124-160	124-115	124-190
PP	124-074	124-074	124-074	124-088
S1	124-015	124-015	124-089	124-044
S2	123-249	123-249	124-075
S3	123-104	123-190	124-062
S4	122-279	123-045	124-022

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	124-132	123-222	0-230	0.6%	0-084	0.2%	87%	True	False	377,925
10	124-132	123-222	0-230	0.6%	0-078	0.2%	87%	True	False	349,049
20	124-305	123-222	1-083	1.0%	0-088	0.2%	50%	False	False	375,265
40	125-000	123-222	1-098	1.1%	0-078	0.2%	48%	False	False	336,271
60	125-000	123-085	1-235	1.4%	0-089	0.2%	61%	False	False	386,898
80	125-000	123-080	1-240	1.4%	0-079	0.2%	61%	False	False	304,027

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	126-108
2.618	125-192
1.618	125-047
1.000	124-277
0.618	124-222
HIGH	124-132
0.618	124-077
0.500	124-060
0.382	124-042
LOW	123-307
0.618	123-217
1.000	123-162
1.618	123-072
2.618	122-247
4.250	122-011

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	124-088	124-076
PP	124-074	124-050
S1	124-060	124-024

Download as Excel Spreadsheet

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

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