ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	132-165	132-180	0-015	0.0%	133-230
High	132-220	132-220	0-000	0.0%	133-275
Low	132-055	132-060	0-005	0.0%	132-050
Close	132-165	132-195	0-030	0.1%	132-160
Range	0-165	0-160	-0-005	-3.0%	1-225
ATR	0-178	0-177	-0-001	-0.7%	0-000
Volume	639,435	901,274	261,839	40.9%	4,292,233

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-318	133-257	132-283
R3	133-158	133-097	132-239
R2	132-318	132-318	132-224
R1	132-257	132-257	132-210	132-288
PP	132-158	132-158	132-158	132-174
S1	132-097	132-097	132-180	132-128
S2	131-318	131-318	132-166
S3	131-158	131-257	132-151
S4	130-318	131-097	132-107

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-303	136-297	133-140
R3	136-078	135-072	132-310
R2	134-173	134-173	132-260
R1	133-167	133-167	132-210	133-058
PP	132-268	132-268	132-268	132-214
S1	131-262	131-262	132-110	131-152
S2	131-043	131-043	132-060
S3	129-138	130-037	132-010
S4	127-233	128-132	131-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-060	132-050	1-010	0.8%	0-169	0.4%	44%	False	False	880,227
10	133-275	132-050	1-225	1.3%	0-158	0.4%	27%	False	False	809,796
20	135-155	132-050	3-105	2.5%	0-190	0.4%	14%	False	False	856,062
40	135-155	132-050	3-105	2.5%	0-172	0.4%	14%	False	False	769,641
60	135-155	132-050	3-105	2.5%	0-195	0.5%	14%	False	False	886,430
80	135-155	130-240	4-235	3.6%	0-181	0.4%	39%	False	False	679,685
100	135-155	127-210	7-265	5.9%	0-164	0.4%	63%	False	False	544,060
120	135-155	126-270	8-205	6.5%	0-138	0.3%	67%	False	False	453,398

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-260
2.618	133-319
1.618	133-159
1.000	133-060
0.618	132-319
HIGH	132-220
0.618	132-159
0.500	132-140
0.382	132-121
LOW	132-060
0.618	131-281
1.000	131-220
1.618	131-121
2.618	130-281
4.250	130-020

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	132-177	132-176
PP	132-158	132-157
S1	132-140	132-138

Download as Excel Spreadsheet

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

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