ECBOT 5 Year T-Note Future December 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	124-140	124-032	-0-108	-0.3%	124-127
High	124-140	124-075	-0-065	-0.2%	124-167
Low	124-022	124-020	-0-002	0.0%	123-302
Close	124-037	124-032	-0-005	0.0%	124-037
Range	0-118	0-055	-0-063	-53.4%	0-185
ATR	0-088	0-085	-0-002	-2.7%	0-000
Volume	773,716	338,427	-435,289	-56.3%	2,948,641

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-207	124-175	124-062
R3	124-152	124-120	124-047
R2	124-097	124-097	124-042
R1	124-065	124-065	124-037	124-060
PP	124-042	124-042	124-042	124-040
S1	124-010	124-010	124-027	124-004
S2	123-307	123-307	124-022
S3	123-252	123-275	124-017
S4	123-197	123-220	124-002

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-297	125-192	124-139
R3	125-112	125-007	124-088
R2	124-247	124-247	124-071
R1	124-142	124-142	124-054	124-102
PP	124-062	124-062	124-062	124-042
S1	123-277	123-277	124-020	123-237
S2	123-197	123-197	124-003
S3	123-012	123-092	123-306
S4	122-147	122-227	123-255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-152	123-302	0-170	0.4%	0-093	0.2%	29%	False	False	579,140
10	124-232	123-302	0-250	0.6%	0-098	0.2%	20%	False	False	575,134
20	124-232	123-130	1-102	1.1%	0-088	0.2%	53%	False	False	411,310
40	124-232	123-100	1-132	1.1%	0-068	0.2%	56%	False	False	207,361
60	124-232	123-040	1-192	1.3%	0-047	0.1%	61%	False	False	138,252

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-309
2.618	124-219
1.618	124-164
1.000	124-130
0.618	124-109
HIGH	124-075
0.618	124-054
0.500	124-048
0.382	124-041
LOW	124-020
0.618	123-306
1.000	123-285
1.618	123-251
2.618	123-196
4.250	123-106

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	124-048	124-067
PP	124-042	124-055
S1	124-037	124-044

Download as Excel Spreadsheet

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

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