ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	124-150	124-137	-0-013	0.0%	124-232
High	124-202	124-172	-0-030	-0.1%	124-262
Low	124-140	124-135	-0-005	0.0%	124-097
Close	124-145	124-140	-0-005	0.0%	124-145
Range	0-062	0-037	-0-025	-40.3%	0-165
ATR	0-085	0-082	-0-003	-4.0%	0-000
Volume	6,821	4,393	-2,428	-35.6%	93,123

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-260	124-237	124-160
R3	124-223	124-200	124-150
R2	124-186	124-186	124-147
R1	124-163	124-163	124-143	124-174
PP	124-149	124-149	124-149	124-155
S1	124-126	124-126	124-137	124-138
S2	124-112	124-112	124-133
S3	124-075	124-089	124-130
S4	124-038	124-052	124-120

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	124-250	124-097	0-153	0.4%	0-070	0.2%	28%	False	False	14,317
10	125-007	124-097	0-230	0.6%	0-082	0.2%	19%	False	False	30,195
20	125-007	123-235	1-092	1.0%	0-080	0.2%	55%	False	False	255,077
40	125-007	123-222	1-105	1.1%	0-081	0.2%	56%	False	False	311,342
60	125-007	123-222	1-105	1.1%	0-077	0.2%	56%	False	False	306,296
80	125-007	123-085	1-242	1.4%	0-085	0.2%	67%	False	False	351,018
100	125-007	123-080	1-247	1.4%	0-077	0.2%	67%	False	False	282,700

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-021
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	125-009
2.618	124-269
1.618	124-232
1.000	124-209
0.618	124-195
HIGH	124-172
0.618	124-158
0.500	124-154
0.382	124-149
LOW	124-135
0.618	124-112
1.000	124-098
1.618	124-075
2.618	124-038
4.250	123-298

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	124-154	124-174
PP	124-149	124-162
S1	124-144	124-151

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

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