ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	133-290	133-280	-0-010	0.0%	132-165
High	134-010	134-085	0-075	0.2%	133-305
Low	133-210	133-255	0-045	0.1%	132-055
Close	133-270	134-060	0-110	0.3%	133-185
Range	0-120	0-150	0-030	25.0%	1-250
ATR	0-170	0-168	-0-001	-0.8%	0-000
Volume	1,432,963	674,839	-758,124	-52.9%	4,387,268

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-157	135-098	134-142
R3	135-007	134-268	134-101
R2	134-177	134-177	134-088
R1	134-118	134-118	134-074	134-148
PP	134-027	134-027	134-027	134-041
S1	133-288	133-288	134-046	133-318
S2	133-197	133-197	134-032
S3	133-047	133-138	134-019
S4	132-217	132-308	133-298

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	134-085	133-145	0-260	0.6%	0-135	0.3%	90%	True	False	957,854
10	134-085	132-055	2-030	1.6%	0-156	0.4%	96%	True	False	900,597
20	134-225	132-050	2-175	1.9%	0-169	0.4%	80%	False	False	865,250
40	135-155	132-050	3-105	2.5%	0-166	0.4%	61%	False	False	823,799
60	135-155	132-050	3-105	2.5%	0-182	0.4%	61%	False	False	855,797
80	135-155	131-140	4-015	3.0%	0-183	0.4%	68%	False	False	764,784
100	135-155	129-310	5-165	4.1%	0-169	0.4%	76%	False	False	612,353
120	135-155	126-270	8-205	6.4%	0-147	0.3%	85%	False	False	510,318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-082
2.618	135-158
1.618	135-008
1.000	134-235
0.618	134-178
HIGH	134-085
0.618	134-028
0.500	134-010
0.382	133-312
LOW	133-255
0.618	133-162
1.000	133-105
1.618	133-012
2.618	132-182
4.250	131-258

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	134-043	134-036
PP	134-027	134-012
S1	134-010	133-308

Download as Excel Spreadsheet

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

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