ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	124-145	124-157	0-012	0.0%	123-285
High	124-182	124-172	-0-010	0.0%	124-172
Low	124-140	124-125	-0-015	0.0%	123-235
Close	124-162	124-155	-0-007	0.0%	124-120
Range	0-042	0-047	0-005	11.9%	0-257
ATR	0-077	0-075	-0-002	-2.8%	0-000
Volume	710,368	871,004	160,636	22.6%	2,089,986

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-292	124-270	124-181
R3	124-245	124-223	124-168
R2	124-198	124-198	124-164
R1	124-176	124-176	124-159	124-164
PP	124-151	124-151	124-151	124-144
S1	124-129	124-129	124-151	124-116
S2	124-104	124-104	124-146
S3	124-057	124-082	124-142
S4	124-010	124-035	124-129

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	124-182	124-100	0-082	0.2%	0-056	0.1%	67%	False	False	582,023
10	124-182	123-222	0-280	0.7%	0-070	0.2%	90%	False	False	479,974
20	124-275	123-222	1-053	0.9%	0-078	0.2%	68%	False	False	416,772
40	125-000	123-222	1-098	1.0%	0-073	0.2%	61%	False	False	363,971
60	125-000	123-085	1-235	1.4%	0-083	0.2%	70%	False	False	381,548
80	125-000	123-085	1-235	1.4%	0-079	0.2%	70%	False	False	340,382

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

Fibonacci Retracements and Extensions
4.250	125-052
2.618	124-295
1.618	124-248
1.000	124-219
0.618	124-201
HIGH	124-172
0.618	124-154
0.500	124-148
0.382	124-143
LOW	124-125
0.618	124-096
1.000	124-078
1.618	124-049
2.618	124-002
4.250	123-245

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	124-153	124-151
PP	124-151	124-146
S1	124-148	124-142

Download as Excel Spreadsheet

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

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