ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	134-025	133-025	-1-000	-0.7%	134-035
High	134-035	133-145	-0-210	-0.5%	134-095
Low	132-310	133-015	0-025	0.1%	132-310
Close	133-045	133-100	0-055	0.1%	133-045
Range	1-045	0-130	-0-235	-64.4%	1-105
ATR	0-202	0-197	-0-005	-2.5%	0-000
Volume	6,831	6,839	8	0.1%	50,174

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-157	134-098	133-172
R3	134-027	133-288	133-136
R2	133-217	133-217	133-124
R1	133-158	133-158	133-112	133-188
PP	133-087	133-087	133-087	133-101
S1	133-028	133-028	133-088	133-058
S2	132-277	132-277	133-076
S3	132-147	132-218	133-064
S4	132-017	132-088	133-028

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	134-085	132-310	1-095	1.0%	0-220	0.5%	27%	False	False	8,850
10	134-275	132-310	1-285	1.4%	0-209	0.5%	18%	False	False	27,360
20	134-280	132-055	2-225	2.0%	0-192	0.5%	42%	False	False	446,204
40	135-155	132-050	3-105	2.5%	0-191	0.4%	35%	False	False	655,675
60	135-155	132-050	3-105	2.5%	0-179	0.4%	35%	False	False	660,481
80	135-155	132-050	3-105	2.5%	0-195	0.5%	35%	False	False	768,087
100	135-155	130-180	4-295	3.7%	0-183	0.4%	56%	False	False	617,656
120	135-155	127-210	7-265	5.9%	0-166	0.4%	72%	False	False	514,925

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-058
2.618	134-165
1.618	134-035
1.000	133-275
0.618	133-225
HIGH	133-145
0.618	133-095
0.500	133-080
0.382	133-065
LOW	133-015
0.618	132-255
1.000	132-205
1.618	132-125
2.618	131-315
4.250	131-102

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	133-093	133-175
PP	133-087	133-150
S1	133-080	133-125

Download as Excel Spreadsheet

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

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