ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	133-250	133-290	0-040	0.1%	132-165
High	134-030	134-010	-0-020	0.0%	133-305
Low	133-230	133-210	-0-020	0.0%	132-055
Close	133-305	133-270	-0-035	-0.1%	133-185
Range	0-120	0-120	0-000	0.0%	1-250
ATR	0-174	0-170	-0-004	-2.2%	0-000
Volume	1,198,777	1,432,963	234,186	19.5%	4,387,268

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-310	134-250	134-016
R3	134-190	134-130	133-303
R2	134-070	134-070	133-292
R1	134-010	134-010	133-281	133-300
PP	133-270	133-270	133-270	133-255
S1	133-210	133-210	133-259	133-180
S2	133-150	133-150	133-248
S3	133-030	133-090	133-237
S4	132-230	132-290	133-204

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	134-030	133-100	0-250	0.6%	0-136	0.3%	68%	False	False	1,008,124
10	134-030	132-050	1-300	1.4%	0-159	0.4%	87%	False	False	937,515
20	134-295	132-050	2-245	2.1%	0-177	0.4%	61%	False	False	889,456
40	135-155	132-050	3-105	2.5%	0-166	0.4%	51%	False	False	806,947
60	135-155	132-050	3-105	2.5%	0-185	0.4%	51%	False	False	871,938
80	135-155	131-140	4-015	3.0%	0-183	0.4%	59%	False	False	756,426
100	135-155	129-300	5-175	4.1%	0-169	0.4%	70%	False	False	605,606
120	135-155	126-270	8-205	6.5%	0-146	0.3%	81%	False	False	504,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035

Fibonacci Retracements and Extensions
4.250	135-200
2.618	135-004
1.618	134-204
1.000	134-130
0.618	134-084
HIGH	134-010
0.618	133-284
0.500	133-270
0.382	133-256
LOW	133-210
0.618	133-136
1.000	133-090
1.618	133-016
2.618	132-216
4.250	132-020

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	133-270	133-262
PP	133-270	133-255
S1	133-270	133-248

Download as Excel Spreadsheet

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

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