ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	124-137	124-132	-0-005	0.0%	124-232
High	124-172	124-195	0-023	0.1%	124-262
Low	124-135	124-132	-0-003	0.0%	124-097
Close	124-140	124-162	0-022	0.1%	124-145
Range	0-037	0-063	0-026	70.3%	0-165
ATR	0-082	0-080	-0-001	-1.6%	0-000
Volume	4,393	5,702	1,309	29.8%	93,123

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-032	125-000	124-197
R3	124-289	124-257	124-179
R2	124-226	124-226	124-174
R1	124-194	124-194	124-168	124-210
PP	124-163	124-163	124-163	124-171
S1	124-131	124-131	124-156	124-147
S2	124-100	124-100	124-150
S3	124-037	124-068	124-145
S4	123-294	124-005	124-127

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%	0-074	0.2%	42%	False	False	11,520
10	124-310	124-097	0-213	0.5%	0-081	0.2%	31%	False	False	21,810
20	125-007	123-252	1-075	1.0%	0-080	0.2%	58%	False	False	241,917
40	125-007	123-222	1-105	1.1%	0-081	0.2%	61%	False	False	302,691
60	125-007	123-222	1-105	1.1%	0-077	0.2%	61%	False	False	300,831
80	125-007	123-085	1-242	1.4%	0-085	0.2%	71%	False	False	348,509
100	125-007	123-080	1-247	1.4%	0-077	0.2%	71%	False	False	282,738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-143
2.618	125-040
1.618	124-297
1.000	124-258
0.618	124-234
HIGH	124-195
0.618	124-171
0.500	124-164
0.382	124-156
LOW	124-132
0.618	124-093
1.000	124-069
1.618	124-030
2.618	123-287
4.250	123-184

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	124-164	124-167
PP	124-163	124-165
S1	124-162	124-164

Download as Excel Spreadsheet

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

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