ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	124-157	124-160	0-003	0.0%	123-285
High	124-172	124-222	0-050	0.1%	124-172
Low	124-125	124-155	0-030	0.1%	123-235
Close	124-155	124-212	0-057	0.1%	124-120
Range	0-047	0-067	0-020	42.6%	0-257
ATR	0-075	0-074	-0-001	-0.7%	0-000
Volume	871,004	412,907	-458,097	-52.6%	2,089,986

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-077	125-052	124-249
R3	125-010	124-305	124-230
R2	124-263	124-263	124-224
R1	124-238	124-238	124-218	124-250
PP	124-196	124-196	124-196	124-203
S1	124-171	124-171	124-206	124-184
S2	124-129	124-129	124-200
S3	124-062	124-104	124-194
S4	123-315	124-037	124-175

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	124-222	124-102	0-120	0.3%	0-055	0.1%	92%	True	False	563,465
10	124-222	123-235	0-307	0.8%	0-069	0.2%	97%	True	False	475,738
20	124-232	123-222	1-010	0.8%	0-075	0.2%	94%	False	False	411,467
40	125-000	123-222	1-098	1.0%	0-073	0.2%	74%	False	False	374,281
60	125-000	123-085	1-235	1.4%	0-082	0.2%	81%	False	False	377,290
80	125-000	123-085	1-235	1.4%	0-080	0.2%	81%	False	False	345,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-187
2.618	125-077
1.618	125-010
1.000	124-289
0.618	124-263
HIGH	124-222
0.618	124-196
0.500	124-188
0.382	124-181
LOW	124-155
0.618	124-114
1.000	124-088
1.618	124-047
2.618	123-300
4.250	123-190

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	124-204	124-199
PP	124-196	124-186
S1	124-188	124-174

Download as Excel Spreadsheet

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

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