ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 15-Aug-2012

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	133-180	133-025	-0-155	-0.4%	133-315
High	133-205	133-060	-0-145	-0.3%	134-100
Low	133-015	132-150	-0-185	-0.4%	133-050
Close	133-045	132-185	-0-180	-0.4%	133-235
Range	0-190	0-230	0-040	21.1%	1-050
ATR	0-181	0-185	0-003	1.9%	0-000
Volume	917,302	1,181,630	264,328	28.8%	3,682,326

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-288	134-147	132-312
R3	134-058	133-237	132-248
R2	133-148	133-148	132-227
R1	133-007	133-007	132-206	132-282
PP	132-238	132-238	132-238	132-216
S1	132-097	132-097	132-164	132-052
S2	132-008	132-008	132-143
S3	131-098	131-187	132-122
S4	130-188	130-277	132-058

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	132-150	1-125	1.0%	0-164	0.4%	8%	False	True	813,395
10	134-295	132-150	2-145	1.9%	0-196	0.5%	4%	False	True	841,398
20	135-155	132-150	3-005	2.3%	0-188	0.4%	4%	False	True	848,903
40	135-155	132-150	3-005	2.3%	0-175	0.4%	4%	False	True	782,074
60	135-155	132-030	3-125	2.6%	0-196	0.5%	14%	False	False	849,933
80	135-155	130-050	5-105	4.0%	0-181	0.4%	45%	False	False	639,581
100	135-155	127-210	7-265	5.9%	0-159	0.4%	63%	False	False	511,882

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	136-078
2.618	135-022
1.618	134-112
1.000	133-290
0.618	133-202
HIGH	133-060
0.618	132-292
0.500	132-265
0.382	132-238
LOW	132-150
0.618	132-008
1.000	131-240
1.618	131-098
2.618	130-188
4.250	129-132

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	132-265	133-052
PP	132-238	132-310
S1	132-212	132-248

Download as Excel Spreadsheet

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

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