ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	124-065	124-127	0-062	0.2%	124-230
High	124-200	124-167	-0-033	-0.1%	124-232
Low	124-000	124-102	0-102	0.3%	124-000
Close	124-137	124-110	-0-027	-0.1%	124-137
Range	0-200	0-065	-0-135	-67.5%	0-232
ATR	0-083	0-081	-0-001	-1.5%	0-000
Volume	705,831	391,368	-314,463	-44.6%	2,464,281

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-001	124-281	124-146
R3	124-256	124-216	124-128
R2	124-191	124-191	124-122
R1	124-151	124-151	124-116	124-138
PP	124-126	124-126	124-126	124-120
S1	124-086	124-086	124-104	124-074
S2	124-061	124-061	124-098
S3	123-316	124-021	124-092
S4	123-251	123-276	124-074

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-179	126-070	124-265
R3	125-267	125-158	124-201
R2	125-035	125-035	124-180
R1	124-246	124-246	124-158	124-184
PP	124-123	124-123	124-123	124-092
S1	124-014	124-014	124-116	123-272
S2	123-211	123-211	124-094
S3	122-299	123-102	124-073
S4	122-067	122-190	124-009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-232	124-000	0-232	0.6%	0-102	0.3%	47%	False	False	571,129
10	124-232	123-310	0-242	0.6%	0-090	0.2%	50%	False	False	514,010
20	124-232	123-100	1-132	1.1%	0-078	0.2%	73%	False	False	268,214
40	124-232	123-100	1-132	1.1%	0-057	0.1%	73%	False	False	134,980
60	124-232	123-040	1-192	1.3%	0-039	0.1%	76%	False	False	89,991

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-123
2.618	125-017
1.618	124-272
1.000	124-232
0.618	124-207
HIGH	124-167
0.618	124-142
0.500	124-134
0.382	124-127
LOW	124-102
0.618	124-062
1.000	124-037
1.618	123-317
2.618	123-252
4.250	123-146

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	124-134	124-107
PP	124-126	124-103
S1	124-118	124-100

Download as Excel Spreadsheet

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

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