ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	134-035	134-065	0-030	0.1%	134-255
High	134-095	134-085	-0-010	0.0%	134-275
Low	133-300	133-275	-0-025	-0.1%	133-125
Close	133-310	133-300	-0-010	0.0%	134-040
Range	0-115	0-130	0-015	13.0%	1-150
ATR	0-185	0-181	-0-004	-2.1%	0-000
Volume	12,763	13,686	923	7.2%	216,589

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-077	134-318	134-052
R3	134-267	134-188	134-016
R2	134-137	134-137	134-004
R1	134-058	134-058	133-312	134-032
PP	134-007	134-007	134-007	133-314
S1	133-248	133-248	133-288	133-222
S2	133-197	133-197	133-276
S3	133-067	133-118	133-264
S4	132-257	132-308	133-228

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-170	137-255	134-298
R3	137-020	136-105	134-169
R2	135-190	135-190	134-126
R1	134-275	134-275	134-083	134-158
PP	134-040	134-040	134-040	133-301
S1	133-125	133-125	133-317	133-008
S2	132-210	132-210	133-274
S3	131-060	131-295	133-231
S4	129-230	130-145	133-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-235	133-125	1-110	1.0%	0-195	0.5%	41%	False	False	24,750
10	134-280	133-125	1-155	1.1%	0-182	0.4%	37%	False	False	382,890
20	134-280	132-050	2-230	2.0%	0-180	0.4%	66%	False	False	633,562
40	135-155	132-050	3-105	2.5%	0-179	0.4%	54%	False	False	719,329
60	135-155	132-050	3-105	2.5%	0-177	0.4%	54%	False	False	726,505
80	135-155	132-030	3-125	2.5%	0-189	0.4%	54%	False	False	770,182
100	135-155	130-050	5-105	4.0%	0-178	0.4%	71%	False	False	617,428
120	135-155	127-210	7-265	5.8%	0-159	0.4%	80%	False	False	514,671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-318
2.618	135-105
1.618	134-295
1.000	134-215
0.618	134-165
HIGH	134-085
0.618	134-035
0.500	134-020
0.382	134-005
LOW	133-275
0.618	133-195
1.000	133-145
1.618	133-065
2.618	132-255
4.250	132-042

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	134-020	134-000
PP	134-007	133-313
S1	133-313	133-307

Download as Excel Spreadsheet

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

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