ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 23-Aug-2012

Day Change Summary
	Previous	Current
	22-Aug-2012	23-Aug-2012	Change	Change %	Previous Week
Open	123-310	124-127	0-137	0.3%	124-105
High	124-132	124-172	0-040	0.1%	124-130
Low	123-307	124-100	0-113	0.3%	123-222
Close	124-102	124-140	0-038	0.1%	123-280
Range	0-145	0-072	-0-073	-50.3%	0-228
ATR	0-083	0-083	-0-001	-1.0%	0-000
Volume	518,793	505,693	-13,100	-2.5%	1,710,081

Daily Pivots for day following 23-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-033	124-319	124-180
R3	124-281	124-247	124-160
R2	124-209	124-209	124-153
R1	124-175	124-175	124-147	124-192
PP	124-137	124-137	124-137	124-146
S1	124-103	124-103	124-133	124-120
S2	124-065	124-065	124-127
S3	123-313	124-031	124-120
S4	123-241	123-279	124-100

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	124-172	123-235	0-257	0.6%	0-083	0.2%	88%	True	False	388,010
10	124-172	123-222	0-270	0.7%	0-079	0.2%	88%	True	False	361,682
20	124-282	123-222	1-060	1.0%	0-088	0.2%	63%	False	False	384,214
40	125-000	123-222	1-098	1.0%	0-078	0.2%	57%	False	False	339,797
60	125-000	123-085	1-235	1.4%	0-087	0.2%	68%	False	False	379,301
80	125-000	123-080	1-240	1.4%	0-079	0.2%	68%	False	False	310,347

Crabel Price Patterns
NR	True
NR4	True
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	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-158
2.618	125-040
1.618	124-288
1.000	124-244
0.618	124-216
HIGH	124-172
0.618	124-144
0.500	124-136
0.382	124-128
LOW	124-100
0.618	124-056
1.000	124-028
1.618	123-304
2.618	123-232
4.250	123-114

Fisher Pivots for day following 23-Aug-2012
Pivot	1 day	3 day
R1	124-139	124-111
PP	124-137	124-081
S1	124-136	124-052

Download as Excel Spreadsheet

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

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