ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	124-230	124-200	-0-030	-0.1%	124-317
High	124-242	124-207	-0-035	-0.1%	125-007
Low	124-200	124-152	-0-048	-0.1%	124-110
Close	124-202	124-162	-0-040	-0.1%	124-232
Range	0-042	0-055	0-013	31.0%	0-217
ATR	0-081	0-079	-0-002	-2.3%	0-000
Volume	19,685	34,816	15,131	76.9%	204,435

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-019	124-305	124-192
R3	124-284	124-250	124-177
R2	124-229	124-229	124-172
R1	124-195	124-195	124-167	124-184
PP	124-174	124-174	124-174	124-168
S1	124-140	124-140	124-157	124-130
S2	124-119	124-119	124-152
S3	124-064	124-085	124-147
S4	124-009	124-030	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	124-292	124-110	0-182	0.5%	0-089	0.2%	29%	False	False	30,669
10	125-007	124-110	0-217	0.5%	0-083	0.2%	24%	False	False	188,612
20	125-007	123-222	1-105	1.1%	0-078	0.2%	61%	False	False	312,786
40	125-007	123-222	1-105	1.1%	0-079	0.2%	61%	False	False	330,978
60	125-007	123-222	1-105	1.1%	0-078	0.2%	61%	False	False	330,006
80	125-007	123-085	1-242	1.4%	0-085	0.2%	71%	False	False	352,524
100	125-007	123-050	1-277	1.5%	0-075	0.2%	72%	False	False	282,554

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-121
2.618	125-031
1.618	124-296
1.000	124-262
0.618	124-241
HIGH	124-207
0.618	124-186
0.500	124-180
0.382	124-173
LOW	124-152
0.618	124-118
1.000	124-097
1.618	124-063
2.618	124-008
4.250	123-238

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	124-180	124-207
PP	124-174	124-192
S1	124-168	124-177

Download as Excel Spreadsheet

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

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