ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	133-230	133-180	-0-050	-0.1%	133-315
High	133-275	133-205	-0-070	-0.2%	134-100
Low	133-160	133-015	-0-145	-0.3%	133-050
Close	133-200	133-045	-0-155	-0.4%	133-235
Range	0-115	0-190	0-075	65.2%	1-050
ATR	0-181	0-181	0-001	0.4%	0-000
Volume	514,501	917,302	402,801	78.3%	3,682,326

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-018	134-222	133-150
R3	134-148	134-032	133-097
R2	133-278	133-278	133-080
R1	133-162	133-162	133-062	133-125
PP	133-088	133-088	133-088	133-070
S1	132-292	132-292	133-028	132-255
S2	132-218	132-218	133-010
S3	132-028	132-102	132-313
S4	131-158	131-232	132-260

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	133-275	133-015	0-260	0.6%	0-148	0.3%	12%	False	True	739,364
10	134-295	133-015	1-280	1.4%	0-195	0.5%	5%	False	True	808,942
20	135-155	133-015	2-140	1.8%	0-182	0.4%	4%	False	True	816,958
40	135-155	132-290	2-185	1.9%	0-174	0.4%	9%	False	False	775,660
60	135-155	132-030	3-125	2.5%	0-193	0.5%	31%	False	False	830,601
80	135-155	130-050	5-105	4.0%	0-179	0.4%	56%	False	False	624,815
100	135-155	127-210	7-265	5.9%	0-157	0.4%	70%	False	False	500,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136-052
2.618	135-062
1.618	134-192
1.000	134-075
0.618	134-002
HIGH	133-205
0.618	133-132
0.500	133-110
0.382	133-088
LOW	133-015
0.618	132-218
1.000	132-145
1.618	132-028
2.618	131-158
4.250	130-168

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	133-110	133-145
PP	133-088	133-112
S1	133-067	133-078

Download as Excel Spreadsheet

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

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