ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	124-127	124-120	-0-007	0.0%	123-285
High	124-172	124-165	-0-007	0.0%	124-172
Low	124-100	124-110	0-010	0.0%	123-235
Close	124-140	124-120	-0-020	-0.1%	124-120
Range	0-072	0-055	-0-017	-23.6%	0-257
ATR	0-083	0-081	-0-002	-2.4%	0-000
Volume	505,693	425,059	-80,634	-15.9%	2,089,986

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-297	124-263	124-150
R3	124-242	124-208	124-135
R2	124-187	124-187	124-130
R1	124-153	124-153	124-125	124-148
PP	124-132	124-132	124-132	124-129
S1	124-098	124-098	124-115	124-092
S2	124-077	124-077	124-110
S3	124-022	124-043	124-105
S4	123-287	123-308	124-090

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-200	126-097	124-261
R3	125-263	125-160	124-191
R2	125-006	125-006	124-167
R1	124-223	124-223	124-144	124-274
PP	124-069	124-069	124-069	124-095
S1	123-286	123-286	124-096	124-018
S2	123-132	123-132	124-073
S3	122-195	123-029	124-049
S4	121-258	122-092	123-299

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%	0-084	0.2%	80%	False	False	417,997
10	124-172	123-222	0-270	0.7%	0-078	0.2%	81%	False	False	380,006
20	124-282	123-222	1-060	1.0%	0-084	0.2%	57%	False	False	377,398
40	125-000	123-222	1-098	1.1%	0-077	0.2%	52%	False	False	338,974
60	125-000	123-085	1-235	1.4%	0-086	0.2%	64%	False	False	374,573
80	125-000	123-085	1-235	1.4%	0-079	0.2%	64%	False	False	315,657

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-079
2.618	124-309
1.618	124-254
1.000	124-220
0.618	124-199
HIGH	124-165
0.618	124-144
0.500	124-138
0.382	124-131
LOW	124-110
0.618	124-076
1.000	124-055
1.618	124-021
2.618	123-286
4.250	123-196

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	124-138	124-106
PP	124-132	124-093
S1	124-126	124-080

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

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