ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 27-Aug-2012

Day Change Summary
	Previous	Current
	24-Aug-2012	27-Aug-2012	Change	Change %	Previous Week
Open	133-185	133-170	-0-015	0.0%	132-165
High	133-305	133-280	-0-025	-0.1%	133-305
Low	133-155	133-145	-0-010	0.0%	132-055
Close	133-185	133-260	0-075	0.2%	133-185
Range	0-150	0-135	-0-015	-10.0%	1-250
ATR	0-181	0-178	-0-003	-1.8%	0-000
Volume	805,344	677,347	-127,997	-15.9%	4,387,268

Daily Pivots for day following 27-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-313	134-262	134-014
R3	134-178	134-127	133-297
R2	134-043	134-043	133-285
R1	133-312	133-312	133-272	134-018
PP	133-228	133-228	133-228	133-241
S1	133-177	133-177	133-248	133-202
S2	133-093	133-093	133-235
S3	132-278	133-042	133-223
S4	132-143	132-227	133-186

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	132-060	1-245	1.3%	0-179	0.4%	92%	False	False	885,036
10	133-305	132-050	1-255	1.3%	0-177	0.4%	92%	False	False	884,234
20	134-295	132-050	2-245	2.1%	0-184	0.4%	60%	False	False	847,577
40	135-155	132-050	3-105	2.5%	0-172	0.4%	50%	False	False	764,489
60	135-155	132-050	3-105	2.5%	0-188	0.4%	50%	False	False	862,460
80	135-155	130-290	4-185	3.4%	0-184	0.4%	63%	False	False	723,615
100	135-155	129-180	5-295	4.4%	0-168	0.4%	72%	False	False	579,293
120	135-155	126-270	8-205	6.5%	0-144	0.3%	81%	False	False	482,764

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	0-035
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	135-214
2.618	134-313
1.618	134-178
1.000	134-095
0.618	134-043
HIGH	133-280
0.618	133-228
0.500	133-212
0.382	133-197
LOW	133-145
0.618	133-062
1.000	133-010
1.618	132-247
2.618	132-112
4.250	131-211

Fisher Pivots for day following 27-Aug-2012
Pivot	1 day	3 day
R1	133-244	133-241
PP	133-228	133-222
S1	133-212	133-202

Download as Excel Spreadsheet

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

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