ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	133-130	133-135	0-005	0.0%	133-315
High	133-180	133-275	0-095	0.2%	134-100
Low	133-050	133-120	0-070	0.2%	133-050
Close	133-145	133-235	0-090	0.2%	133-235
Range	0-130	0-155	0-025	19.2%	1-050
ATR	0-188	0-186	-0-002	-1.3%	0-000
Volume	877,194	576,351	-300,843	-34.3%	3,682,326

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-035	134-290	134-000
R3	134-200	134-135	133-278
R2	134-045	134-045	133-263
R1	133-300	133-300	133-249	134-012
PP	133-210	133-210	133-210	133-226
S1	133-145	133-145	133-221	133-178
S2	133-055	133-055	133-207
S3	132-220	132-310	133-192
S4	132-065	132-155	133-150

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-065	136-200	134-118
R3	136-015	135-150	134-017
R2	134-285	134-285	133-303
R1	134-100	134-100	133-269	134-008
PP	133-235	133-235	133-235	133-189
S1	133-050	133-050	133-201	132-278
S2	132-185	132-185	133-167
S3	131-135	132-000	133-133
S4	130-085	130-270	133-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-100	133-050	1-050	0.9%	0-160	0.4%	50%	False	False	736,465
10	134-295	133-050	1-245	1.3%	0-199	0.5%	33%	False	False	839,480
20	135-155	133-050	2-105	1.7%	0-181	0.4%	25%	False	False	809,083
40	135-155	132-290	2-185	1.9%	0-178	0.4%	32%	False	False	781,320
60	135-155	132-030	3-125	2.5%	0-193	0.5%	48%	False	False	807,658
80	135-155	130-050	5-105	4.0%	0-176	0.4%	67%	False	False	607,024
100	135-155	127-180	7-295	5.9%	0-154	0.4%	78%	False	False	485,748

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	0-045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-294
2.618	135-041
1.618	134-206
1.000	134-110
0.618	134-051
HIGH	133-275
0.618	133-216
0.500	133-198
0.382	133-179
LOW	133-120
0.618	133-024
1.000	132-285
1.618	132-189
2.618	132-034
4.250	131-101

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	133-222	133-211
PP	133-210	133-187
S1	133-198	133-162

Download as Excel Spreadsheet

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

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