ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	124-200	124-200	0-000	0.0%	124-317
High	124-207	124-250	0-043	0.1%	125-007
Low	124-152	124-097	-0-055	-0.1%	124-110
Close	124-162	124-230	0-068	0.2%	124-232
Range	0-055	0-153	0-098	178.2%	0-217
ATR	0-079	0-085	0-005	6.6%	0-000
Volume	34,816	5,872	-28,944	-83.1%	204,435

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-011	125-274	124-314
R3	125-178	125-121	124-272
R2	125-025	125-025	124-258
R1	124-288	124-288	124-244	124-316
PP	124-192	124-192	124-192	124-207
S1	124-135	124-135	124-216	124-164
S2	124-039	124-039	124-202
S3	123-206	123-302	124-188
S4	123-053	123-149	124-146

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	124-097	0-195	0.5%	0-098	0.2%	68%	False	True	21,449
10	125-007	124-097	0-230	0.6%	0-093	0.2%	58%	False	True	102,099
20	125-007	123-222	1-105	1.1%	0-082	0.2%	77%	False	False	291,036
40	125-007	123-222	1-105	1.1%	0-081	0.2%	77%	False	False	325,048
60	125-007	123-222	1-105	1.1%	0-079	0.2%	77%	False	False	323,603
80	125-007	123-085	1-242	1.4%	0-086	0.2%	83%	False	False	352,457
100	125-007	123-050	1-277	1.5%	0-076	0.2%	84%	False	False	282,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-260
2.618	126-011
1.618	125-178
1.000	125-083
0.618	125-025
HIGH	124-250
0.618	124-192
0.500	124-174
0.382	124-155
LOW	124-097
0.618	124-002
1.000	123-264
1.618	123-169
2.618	123-016
4.250	122-087

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	124-211	124-211
PP	124-192	124-192
S1	124-174	124-174

Download as Excel Spreadsheet

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

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