ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 20-Sep-2012

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	124-175	124-220	0-045	0.1%	124-232
High	124-187	124-222	0-035	0.1%	124-262
Low	124-160	124-165	0-005	0.0%	124-097
Close	124-172	124-165	-0-007	0.0%	124-145
Range	0-027	0-057	0-030	111.1%	0-165
ATR	0-076	0-075	-0-001	-1.8%	0-000
Volume	6,822	3,069	-3,753	-55.0%	93,123

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-035	124-317	124-196
R3	124-298	124-260	124-181
R2	124-241	124-241	124-175
R1	124-203	124-203	124-170	124-194
PP	124-184	124-184	124-184	124-179
S1	124-146	124-146	124-160	124-136
S2	124-127	124-127	124-155
S3	124-070	124-089	124-149
S4	124-013	124-032	124-134

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	124-222	124-132	0-090	0.2%	0-049	0.1%	37%	True	False	5,361
10	124-292	124-097	0-195	0.5%	0-074	0.2%	35%	False	False	13,405
20	125-007	124-097	0-230	0.6%	0-073	0.2%	30%	False	False	197,895
40	125-007	123-222	1-105	1.1%	0-080	0.2%	62%	False	False	286,580
60	125-007	123-222	1-105	1.1%	0-076	0.2%	62%	False	False	290,146
80	125-007	123-085	1-242	1.4%	0-085	0.2%	71%	False	False	339,648
100	125-007	123-080	1-247	1.4%	0-077	0.2%	71%	False	False	282,801

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-144
2.618	125-051
1.618	124-314
1.000	124-279
0.618	124-257
HIGH	124-222
0.618	124-200
0.500	124-194
0.382	124-187
LOW	124-165
0.618	124-130
1.000	124-108
1.618	124-073
2.618	124-016
4.250	123-243

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	124-194	124-177
PP	124-184	124-173
S1	124-174	124-169

Download as Excel Spreadsheet

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

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