ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	124-265	124-167	-0-098	-0.2%	124-317
High	124-272	124-292	0-020	0.1%	125-007
Low	124-167	124-110	-0-057	-0.1%	124-110
Close	124-175	124-232	0-057	0.1%	124-232
Range	0-105	0-182	0-077	73.3%	0-217
ATR	0-079	0-086	0-007	9.4%	0-000
Volume	51,971	20,945	-31,026	-59.7%	204,435

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-117	126-037	125-012
R3	125-255	125-175	124-282
R2	125-073	125-073	124-265
R1	124-313	124-313	124-249	125-033
PP	124-211	124-211	124-211	124-232
S1	124-131	124-131	124-215	124-171
S2	124-029	124-029	124-199
S3	123-167	123-269	124-182
S4	122-305	123-087	124-132

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-234	126-130	125-031
R3	126-017	125-233	124-292
R2	125-120	125-120	124-272
R1	125-016	125-016	124-252	124-280
PP	124-223	124-223	124-223	124-195
S1	124-119	124-119	124-212	124-062
S2	124-006	124-006	124-192
S3	123-109	123-222	124-172
S4	122-212	123-005	124-113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-007	124-110	0-217	0.5%	0-111	0.3%	56%	False	True	104,357
10	125-007	124-102	0-225	0.6%	0-083	0.2%	58%	False	False	333,911
20	125-007	123-222	1-105	1.1%	0-081	0.2%	78%	False	False	347,797
40	125-007	123-222	1-105	1.1%	0-080	0.2%	78%	False	False	351,312
60	125-007	123-222	1-105	1.1%	0-080	0.2%	78%	False	False	348,322
80	125-007	123-085	1-242	1.4%	0-085	0.2%	83%	False	False	351,959
100	125-007	123-020	1-307	1.6%	0-073	0.2%	85%	False	False	281,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	127-106
2.618	126-128
1.618	125-266
1.000	125-154
0.618	125-084
HIGH	124-292
0.618	124-222
0.500	124-201
0.382	124-180
LOW	124-110
0.618	123-318
1.000	123-248
1.618	123-136
2.618	122-274
4.250	121-296

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	124-222	124-225
PP	124-211	124-217
S1	124-201	124-210

Download as Excel Spreadsheet

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

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