ECBOT 5 Year T-Note Future December 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	124-132	124-102	-0-030	-0.1%	124-230
High	124-150	124-120	-0-030	-0.1%	124-232
Low	124-100	124-047	-0-053	-0.1%	124-000
Close	124-105	124-060	-0-045	-0.1%	124-137
Range	0-050	0-073	0-023	46.0%	0-232
ATR	0-079	0-079	0-000	-0.6%	0-000
Volume	363,194	558,748	195,554	53.8%	2,464,281

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-295	124-250	124-100
R3	124-222	124-177	124-080
R2	124-149	124-149	124-073
R1	124-104	124-104	124-067	124-090
PP	124-076	124-076	124-076	124-068
S1	124-031	124-031	124-053	124-017
S2	124-003	124-003	124-047
S3	123-250	123-278	124-040
S4	123-177	123-205	124-020

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	124-200	124-000	0-200	0.5%	0-101	0.3%	30%	False	False	522,010
10	124-232	124-000	0-232	0.6%	0-092	0.2%	26%	False	False	539,067
20	124-232	123-100	1-132	1.1%	0-080	0.2%	62%	False	False	314,052
40	124-232	123-100	1-132	1.1%	0-060	0.2%	62%	False	False	158,024
60	124-232	123-040	1-192	1.3%	0-041	0.1%	66%	False	False	105,356

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	0-023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-110
2.618	124-311
1.618	124-238
1.000	124-193
0.618	124-165
HIGH	124-120
0.618	124-092
0.500	124-084
0.382	124-075
LOW	124-047
0.618	124-002
1.000	123-294
1.618	123-249
2.618	123-176
4.250	123-057

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	124-084	124-107
PP	124-076	124-091
S1	124-068	124-076

Download as Excel Spreadsheet

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

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