ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 07-Aug-2012

Day Change Summary
	Previous	Current
	06-Aug-2012	07-Aug-2012	Change	Change %	Previous Week
Open	133-315	134-010	0-015	0.0%	134-070
High	134-100	134-040	-0-060	-0.1%	134-295
Low	133-275	133-140	-0-135	-0.3%	133-245
Close	134-035	133-185	-0-170	-0.4%	133-290
Range	0-145	0-220	0-075	51.7%	1-050
ATR	0-194	0-196	0-002	1.0%	0-000
Volume	558,594	858,714	300,120	53.7%	4,712,479

Daily Pivots for day following 07-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-248	135-117	133-306
R3	135-028	134-217	133-246
R2	134-128	134-128	133-225
R1	133-317	133-317	133-205	133-272
PP	133-228	133-228	133-228	133-206
S1	133-097	133-097	133-165	133-052
S2	133-008	133-008	133-145
S3	132-108	132-197	133-124
S4	131-208	131-297	133-064

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-213	136-302	134-174
R3	136-163	135-252	134-072
R2	135-113	135-113	134-038
R1	134-202	134-202	134-004	134-132
PP	134-063	134-063	134-063	134-029
S1	133-152	133-152	133-256	133-082
S2	133-013	133-013	133-222
S3	131-283	132-102	133-188
S4	130-233	131-052	133-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-295	133-140	1-155	1.1%	0-242	0.6%	9%	False	True	878,521
10	135-155	133-140	2-015	1.5%	0-222	0.5%	7%	False	True	902,329
20	135-155	133-140	2-015	1.5%	0-179	0.4%	7%	False	True	804,873
40	135-155	132-290	2-185	1.9%	0-186	0.4%	26%	False	False	818,760
60	135-155	132-000	3-155	2.6%	0-193	0.5%	45%	False	False	770,653
80	135-155	130-050	5-105	4.0%	0-173	0.4%	64%	False	False	578,777
100	135-155	126-270	8-205	6.5%	0-150	0.3%	78%	False	False	463,098

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-015
2.618	135-296
1.618	135-076
1.000	134-260
0.618	134-176
HIGH	134-040
0.618	133-276
0.500	133-250
0.382	133-224
LOW	133-140
0.618	133-004
1.000	132-240
1.618	132-104
2.618	131-204
4.250	130-165

Fisher Pivots for day following 07-Aug-2012
Pivot	1 day	3 day
R1	133-250	134-022
PP	133-228	133-290
S1	133-207	133-238

Download as Excel Spreadsheet

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

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