ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	133-155	133-185	0-030	0.1%	132-165
High	133-255	133-305	0-050	0.1%	133-305
Low	133-100	133-155	0-055	0.1%	132-055
Close	133-220	133-185	-0-035	-0.1%	133-185
Range	0-155	0-150	-0-005	-3.2%	1-250
ATR	0-183	0-181	-0-002	-1.3%	0-000
Volume	926,189	805,344	-120,845	-13.0%	4,387,268

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-025	134-255	133-268
R3	134-195	134-105	133-226
R2	134-045	134-045	133-212
R1	133-275	133-275	133-199	133-260
PP	133-215	133-215	133-215	133-208
S1	133-125	133-125	133-171	133-110
S2	133-065	133-065	133-158
S3	132-235	132-295	133-144
S4	132-085	132-145	133-102

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-185	137-275	134-178
R3	136-255	136-025	134-022
R2	135-005	135-005	133-290
R1	134-095	134-095	133-237	134-210
PP	133-075	133-075	133-075	133-132
S1	132-165	132-165	133-133	132-280
S2	131-145	131-145	133-080
S3	129-215	130-235	133-028
S4	127-285	128-305	132-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-305	132-055	1-250	1.3%	0-185	0.4%	79%	True	False	877,453
10	133-305	132-050	1-255	1.3%	0-175	0.4%	79%	True	False	867,950
20	134-295	132-050	2-245	2.1%	0-187	0.4%	51%	False	False	853,715
40	135-155	132-050	3-105	2.5%	0-176	0.4%	43%	False	False	776,863
60	135-155	132-050	3-105	2.5%	0-192	0.4%	43%	False	False	879,492
80	135-155	130-270	4-205	3.5%	0-184	0.4%	59%	False	False	715,196
100	135-155	128-200	6-275	5.1%	0-167	0.4%	72%	False	False	572,521
120	135-155	126-270	8-205	6.5%	0-143	0.3%	78%	False	False	477,119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-037
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135-302
2.618	135-058
1.618	134-228
1.000	134-135
0.618	134-078
HIGH	133-305
0.618	133-248
0.500	133-230
0.382	133-212
LOW	133-155
0.618	133-062
1.000	133-005
1.618	132-232
2.618	132-082
4.250	131-158

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	133-230	133-154
PP	133-215	133-123
S1	133-200	133-092

Download as Excel Spreadsheet

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

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