ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	133-280	133-195	-0-085	-0.2%	134-255
High	133-315	134-040	0-045	0.1%	134-275
Low	133-160	133-040	-0-120	-0.3%	133-125
Close	133-170	133-310	0-140	0.3%	134-040
Range	0-155	1-000	0-165	106.5%	1-150
ATR	0-180	0-190	0-010	5.6%	0-000
Volume	7,957	8,937	980	12.3%	216,589

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-237	136-113	134-166
R3	135-237	135-113	134-078
R2	134-237	134-237	134-049
R1	134-113	134-113	134-019	134-175
PP	133-237	133-237	133-237	133-268
S1	133-113	133-113	133-281	133-175
S2	132-237	132-237	133-251
S3	131-237	132-113	133-222
S4	130-237	131-113	133-134

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	133-040	1-155	1.1%	0-222	0.5%	57%	False	True	13,410
10	134-280	133-040	1-240	1.3%	0-206	0.5%	48%	False	True	121,406
20	134-280	132-050	2-230	2.0%	0-182	0.4%	67%	False	False	529,460
40	135-155	132-050	3-105	2.5%	0-185	0.4%	54%	False	False	689,182
60	135-155	132-050	3-105	2.5%	0-177	0.4%	54%	False	False	697,869
80	135-155	132-030	3-125	2.5%	0-192	0.4%	55%	False	False	769,815
100	135-155	130-050	5-105	4.0%	0-181	0.4%	72%	False	False	617,557
120	135-155	127-210	7-265	5.8%	0-163	0.4%	81%	False	False	514,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	138-120
2.618	136-238
1.618	135-238
1.000	135-040
0.618	134-238
HIGH	134-040
0.618	133-238
0.500	133-200
0.382	133-162
LOW	133-040
0.618	132-162
1.000	132-040
1.618	131-162
2.618	130-162
4.250	128-280

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	133-273	133-281
PP	133-237	133-252
S1	133-200	133-222

Download as Excel Spreadsheet

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

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