ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	133-025	132-155	-0-190	-0.4%	133-315
High	133-060	132-225	-0-155	-0.4%	134-100
Low	132-150	132-050	-0-100	-0.2%	133-050
Close	132-185	132-115	-0-070	-0.2%	133-235
Range	0-230	0-175	-0-055	-23.9%	1-050
ATR	0-185	0-184	-0-001	-0.4%	0-000
Volume	1,181,630	1,044,020	-137,610	-11.6%	3,682,326

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-015	133-240	132-211
R3	133-160	133-065	132-163
R2	132-305	132-305	132-147
R1	132-210	132-210	132-131	132-170
PP	132-130	132-130	132-130	132-110
S1	132-035	132-035	132-099	131-315
S2	131-275	131-275	132-083
S3	131-100	131-180	132-067
S4	130-245	131-005	132-019

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	132-050	1-225	1.3%	0-173	0.4%	12%	False	True	846,760
10	134-225	132-050	2-175	1.9%	0-181	0.4%	8%	False	True	829,903
20	135-155	132-050	3-105	2.5%	0-192	0.5%	6%	False	True	863,901
40	135-155	132-050	3-105	2.5%	0-174	0.4%	6%	False	True	776,709
60	135-155	132-050	3-105	2.5%	0-196	0.5%	6%	False	True	866,624
80	135-155	130-050	5-105	4.0%	0-183	0.4%	41%	False	False	652,608
100	135-155	127-210	7-265	5.9%	0-161	0.4%	60%	False	False	522,322

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-009
2.618	134-043
1.618	133-188
1.000	133-080
0.618	133-013
HIGH	132-225
0.618	132-158
0.500	132-138
0.382	132-117
LOW	132-050
0.618	131-262
1.000	131-195
1.618	131-087
2.618	130-232
4.250	129-266

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	132-138	132-288
PP	132-130	132-230
S1	132-122	132-172

Download as Excel Spreadsheet

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

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