ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	134-065	133-280	-0-105	-0.2%	134-255
High	134-085	133-315	-0-090	-0.2%	134-275
Low	133-275	133-160	-0-115	-0.3%	133-125
Close	133-300	133-170	-0-130	-0.3%	134-040
Range	0-130	0-155	0-025	19.2%	1-150
ATR	0-181	0-180	-0-002	-1.0%	0-000
Volume	13,686	7,957	-5,729	-41.9%	216,589

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-040	134-260	133-255
R3	134-205	134-105	133-213
R2	134-050	134-050	133-198
R1	133-270	133-270	133-184	133-242
PP	133-215	133-215	133-215	133-201
S1	133-115	133-115	133-156	133-088
S2	133-060	133-060	133-142
S3	132-225	132-280	133-127
S4	132-070	132-125	133-085

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	134-195	133-125	1-070	0.9%	0-202	0.5%	12%	False	False	18,014
10	134-280	133-125	1-155	1.1%	0-186	0.4%	9%	False	False	263,808
20	134-280	132-050	2-230	2.0%	0-178	0.4%	51%	False	False	588,095
40	135-155	132-050	3-105	2.5%	0-180	0.4%	41%	False	False	702,527
60	135-155	132-050	3-105	2.5%	0-176	0.4%	41%	False	False	713,138
80	135-155	132-030	3-125	2.5%	0-189	0.4%	42%	False	False	769,975
100	135-155	130-050	5-105	4.0%	0-179	0.4%	63%	False	False	617,471
120	135-155	127-210	7-265	5.9%	0-160	0.4%	75%	False	False	514,737

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136-014
2.618	135-081
1.618	134-246
1.000	134-150
0.618	134-091
HIGH	133-315
0.618	133-256
0.500	133-238
0.382	133-219
LOW	133-160
0.618	133-064
1.000	133-005
1.618	132-229
2.618	132-074
4.250	131-141

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	133-238	133-288
PP	133-215	133-248
S1	133-192	133-209

Download as Excel Spreadsheet

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

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