ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	124-200	124-150	-0-050	-0.1%	124-232
High	124-250	124-202	-0-048	-0.1%	124-262
Low	124-097	124-140	0-043	0.1%	124-097
Close	124-230	124-145	-0-085	-0.2%	124-145
Range	0-153	0-062	-0-091	-59.5%	0-165
ATR	0-085	0-085	0-000	0.5%	0-000
Volume	5,872	6,821	949	16.2%	93,123

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-028	124-309	124-179
R3	124-286	124-247	124-162
R2	124-224	124-224	124-156
R1	124-185	124-185	124-151	124-174
PP	124-162	124-162	124-162	124-157
S1	124-123	124-123	124-139	124-112
S2	124-100	124-100	124-134
S3	124-038	124-061	124-128
S4	123-296	123-319	124-111

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-023	125-249	124-236
R3	125-178	125-084	124-190
R2	125-013	125-013	124-175
R1	124-239	124-239	124-160	124-204
PP	124-168	124-168	124-168	124-150
S1	124-074	124-074	124-130	124-038
S2	124-003	124-003	124-115
S3	123-158	123-229	124-100
S4	122-313	123-064	124-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-262	124-097	0-165	0.4%	0-074	0.2%	29%	False	False	18,624
10	125-007	124-097	0-230	0.6%	0-093	0.2%	21%	False	False	61,491
20	125-007	123-235	1-092	1.0%	0-081	0.2%	56%	False	False	268,614
40	125-007	123-222	1-105	1.1%	0-082	0.2%	57%	False	False	317,503
60	125-007	123-222	1-105	1.1%	0-078	0.2%	57%	False	False	313,654
80	125-007	123-085	1-242	1.4%	0-086	0.2%	68%	False	False	352,150
100	125-007	123-050	1-277	1.5%	0-076	0.2%	70%	False	False	282,668

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-146
2.618	125-044
1.618	124-302
1.000	124-264
0.618	124-240
HIGH	124-202
0.618	124-178
0.500	124-171
0.382	124-164
LOW	124-140
0.618	124-102
1.000	124-078
1.618	124-040
2.618	123-298
4.250	123-196

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	124-171	124-174
PP	124-162	124-164
S1	124-154	124-154

Download as Excel Spreadsheet

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

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