ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	124-285	124-265	-0-020	-0.1%	124-117
High	124-310	124-272	-0-038	-0.1%	125-000
Low	124-257	124-167	-0-090	-0.2%	124-102
Close	124-270	124-175	-0-095	-0.2%	124-305
Range	0-053	0-105	0-052	98.1%	0-218
ATR	0-077	0-079	0-002	2.6%	0-000
Volume	41,968	51,971	10,003	23.8%	2,709,622

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-200	125-132	124-233
R3	125-095	125-027	124-204
R2	124-310	124-310	124-194
R1	124-242	124-242	124-185	124-224
PP	124-205	124-205	124-205	124-195
S1	124-137	124-137	124-165	124-118
S2	124-100	124-100	124-156
S3	123-315	124-032	124-146
S4	123-210	123-247	124-117

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-256	126-179	125-105
R3	126-038	125-281	125-045
R2	125-140	125-140	125-025
R1	125-063	125-063	125-005	125-102
PP	124-242	124-242	124-242	124-262
S1	124-165	124-165	124-285	124-204
S2	124-024	124-024	124-265
S3	123-126	123-267	124-245
S4	122-228	123-049	124-185

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-007	124-155	0-172	0.4%	0-088	0.2%	12%	False	False	182,749
10	125-007	124-100	0-227	0.6%	0-072	0.2%	33%	False	False	382,386
20	125-007	123-222	1-105	1.1%	0-075	0.2%	64%	False	False	365,718
40	125-007	123-222	1-105	1.1%	0-077	0.2%	64%	False	False	358,518
60	125-007	123-217	1-110	1.1%	0-079	0.2%	65%	False	False	355,885
80	125-007	123-085	1-242	1.4%	0-083	0.2%	73%	False	False	351,726
100	125-007	123-000	2-007	1.6%	0-072	0.2%	77%	False	False	281,596

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-078
2.618	125-227
1.618	125-122
1.000	125-057
0.618	125-017
HIGH	124-272
0.618	124-232
0.500	124-220
0.382	124-207
LOW	124-167
0.618	124-102
1.000	124-062
1.618	123-317
2.618	123-212
4.250	123-041

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	124-220	124-247
PP	124-205	124-223
S1	124-190	124-199

Download as Excel Spreadsheet

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

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