ECBOT 10 Year T-Note Future September 2012

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

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	134-195	134-160	-0-035	-0.1%	134-190
High	134-235	135-000	0-085	0.2%	135-005
Low	134-140	134-160	0-020	0.0%	134-140
Close	134-150	134-290	0-140	0.3%	134-290
Range	0-095	0-160	0-065	68.4%	0-185
ATR	0-162	0-162	0-001	0.4%	0-000
Volume	744,050	609,892	-134,158	-18.0%	3,170,977

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-097	136-033	135-058
R3	135-257	135-193	135-014
R2	135-097	135-097	134-319
R1	135-033	135-033	134-305	135-065
PP	134-257	134-257	134-257	134-272
S1	134-193	134-193	134-275	134-225
S2	134-097	134-097	134-261
S3	133-257	134-033	134-246
S4	133-097	133-193	134-202

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-167	136-093	135-072
R3	135-302	135-228	135-021
R2	135-117	135-117	135-004
R1	135-043	135-043	134-307	135-080
PP	134-252	134-252	134-252	134-270
S1	134-178	134-178	134-273	134-215
S2	134-067	134-067	134-256
S3	133-202	133-313	134-239
S4	133-017	133-128	134-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-005	134-140	0-185	0.4%	0-128	0.3%	81%	False	False	634,195
10	135-005	134-105	0-220	0.5%	0-124	0.3%	84%	False	False	650,144
20	135-005	132-290	2-035	1.6%	0-155	0.4%	95%	False	False	670,094
40	135-005	132-110	2-215	2.0%	0-198	0.5%	96%	False	False	880,499
60	135-005	130-180	4-145	3.3%	0-178	0.4%	98%	False	False	592,310
80	135-005	127-210	7-115	5.5%	0-154	0.4%	99%	False	False	444,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	137-040
2.618	136-099
1.618	135-259
1.000	135-160
0.618	135-099
HIGH	135-000
0.618	134-259
0.500	134-240
0.382	134-221
LOW	134-160
0.618	134-061
1.000	134-000
1.618	133-221
2.618	133-061
4.250	132-120

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	134-273	134-270
PP	134-257	134-250
S1	134-240	134-230

Download as Excel Spreadsheet

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

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