ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	132-180	132-205	0-025	0.1%	133-230
High	132-220	133-175	0-275	0.6%	133-275
Low	132-060	132-200	0-140	0.3%	132-050
Close	132-195	133-100	0-225	0.5%	132-160
Range	0-160	0-295	0-135	84.4%	1-225
ATR	0-177	0-186	0-009	5.0%	0-000
Volume	901,274	1,115,026	213,752	23.7%	4,292,233

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-297	135-173	133-262
R3	135-002	134-198	133-181
R2	134-027	134-027	133-154
R1	133-223	133-223	133-127	133-285
PP	133-052	133-052	133-052	133-082
S1	132-248	132-248	133-073	132-310
S2	132-077	132-077	133-046
S3	131-102	131-273	133-019
S4	130-127	130-298	132-258

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	133-175	132-050	1-125	1.0%	0-182	0.4%	83%	True	False	866,907
10	133-275	132-050	1-225	1.3%	0-173	0.4%	68%	False	False	840,151
20	135-105	132-050	3-055	2.4%	0-197	0.5%	36%	False	False	874,775
40	135-155	132-050	3-105	2.5%	0-175	0.4%	35%	False	False	775,348
60	135-155	132-050	3-105	2.5%	0-197	0.5%	35%	False	False	895,861
80	135-155	130-240	4-235	3.6%	0-184	0.4%	54%	False	False	693,587
100	135-155	127-210	7-265	5.9%	0-167	0.4%	72%	False	False	555,211
120	135-155	126-270	8-205	6.5%	0-140	0.3%	75%	False	False	462,690

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	0-035
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	137-149
2.618	135-307
1.618	135-012
1.000	134-150
0.618	134-037
HIGH	133-175
0.618	133-062
0.500	133-028
0.382	132-313
LOW	132-200
0.618	132-018
1.000	131-225
1.618	131-043
2.618	130-068
4.250	128-226

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	133-076	133-052
PP	133-052	133-003
S1	133-028	132-275

Download as Excel Spreadsheet

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

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