ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	133-195	134-025	0-150	0.4%	134-035
High	134-040	134-035	-0-005	0.0%	134-095
Low	133-040	132-310	-0-050	-0.1%	132-310
Close	133-310	133-045	-0-265	-0.6%	133-045
Range	1-000	1-045	0-045	14.1%	1-105
ATR	0-190	0-202	0-013	6.6%	0-000
Volume	8,937	6,831	-2,106	-23.6%	50,174

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-265	136-040	133-246
R3	135-220	134-315	133-145
R2	134-175	134-175	133-112
R1	133-270	133-270	133-078	133-200
PP	133-130	133-130	133-130	133-095
S1	132-225	132-225	133-012	132-155
S2	132-085	132-085	132-298
S3	131-040	131-180	132-265
S4	129-315	130-135	132-164

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-145	136-200	133-279
R3	136-040	135-095	133-162
R2	134-255	134-255	133-123
R1	133-310	133-310	133-084	133-230
PP	133-150	133-150	133-150	133-110
S1	132-205	132-205	133-006	132-125
S2	132-045	132-045	132-287
S3	130-260	131-100	132-248
S4	129-155	129-315	132-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-095	132-310	1-105	1.0%	0-217	0.5%	13%	False	True	10,034
10	134-280	132-310	1-290	1.4%	0-227	0.5%	9%	False	True	54,605
20	134-280	132-055	2-225	2.0%	0-192	0.5%	36%	False	False	477,601
40	135-155	132-050	3-105	2.5%	0-192	0.5%	30%	False	False	670,751
60	135-155	132-050	3-105	2.5%	0-180	0.4%	30%	False	False	677,006
80	135-155	132-050	3-105	2.5%	0-195	0.5%	30%	False	False	769,368
100	135-155	130-050	5-105	4.0%	0-184	0.4%	56%	False	False	617,607
120	135-155	127-210	7-265	5.9%	0-166	0.4%	70%	False	False	514,869

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	138-306
2.618	137-031
1.618	135-306
1.000	135-080
0.618	134-261
HIGH	134-035
0.618	133-216
0.500	133-172
0.382	133-129
LOW	132-310
0.618	132-084
1.000	131-265
1.618	131-039
2.618	129-314
4.250	128-039

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	133-172	133-175
PP	133-130	133-132
S1	133-088	133-088

Download as Excel Spreadsheet

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

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