ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	124-220	124-155	-0-065	-0.2%	124-137
High	124-222	124-202	-0-020	-0.1%	124-222
Low	124-165	124-155	-0-010	0.0%	124-132
Close	124-165	124-202	0-037	0.1%	124-202
Range	0-057	0-047	-0-010	-17.5%	0-090
ATR	0-075	0-073	-0-002	-2.7%	0-000
Volume	3,069	2,669	-400	-13.0%	22,655

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-007	124-312	124-228
R3	124-280	124-265	124-215
R2	124-233	124-233	124-211
R1	124-218	124-218	124-206	124-226
PP	124-186	124-186	124-186	124-190
S1	124-171	124-171	124-198	124-178
S2	124-139	124-139	124-193
S3	124-092	124-124	124-189
S4	124-045	124-077	124-176

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-135	125-099	124-252
R3	125-045	125-009	124-227
R2	124-275	124-275	124-218
R1	124-239	124-239	124-210	124-257
PP	124-185	124-185	124-185	124-194
S1	124-149	124-149	124-194	124-167
S2	124-095	124-095	124-186
S3	124-005	124-059	124-177
S4	123-235	123-289	124-152

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%	0-046	0.1%	78%	False	False	4,531
10	124-262	124-097	0-165	0.4%	0-060	0.2%	64%	False	False	11,577
20	125-007	124-097	0-230	0.6%	0-072	0.2%	46%	False	False	172,744
40	125-007	123-222	1-105	1.1%	0-080	0.2%	71%	False	False	278,479
60	125-007	123-222	1-105	1.1%	0-076	0.2%	71%	False	False	284,113
80	125-007	123-085	1-242	1.4%	0-083	0.2%	78%	False	False	327,662
100	125-007	123-080	1-247	1.4%	0-077	0.2%	78%	False	False	282,826

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	True
Bull Hook	False
Stretch	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-082
2.618	125-005
1.618	124-278
1.000	124-249
0.618	124-231
HIGH	124-202
0.618	124-184
0.500	124-178
0.382	124-173
LOW	124-155
0.618	124-126
1.000	124-108
1.618	124-079
2.618	124-032
4.250	123-275

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	124-194	124-198
PP	124-186	124-193
S1	124-178	124-188

Download as Excel Spreadsheet

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

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