ECBOT 5 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	124-077	124-070	-0-007	0.0%	124-032
High	124-130	124-125	-0-005	0.0%	124-130
Low	124-062	124-052	-0-010	0.0%	124-015
Close	124-070	124-110	0-040	0.1%	124-110
Range	0-068	0-073	0-005	7.4%	0-115
ATR	0-082	0-081	-0-001	-0.8%	0-000
Volume	588,563	438,064	-150,499	-25.6%	2,230,881

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-315	124-285	124-150
R3	124-242	124-212	124-130
R2	124-169	124-169	124-123
R1	124-139	124-139	124-117	124-154
PP	124-096	124-096	124-096	124-103
S1	124-066	124-066	124-103	124-081
S2	124-023	124-023	124-097
S3	123-270	123-313	124-090
S4	123-197	123-240	124-070

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-110	125-065	124-173
R3	124-315	124-270	124-142
R2	124-200	124-200	124-131
R1	124-155	124-155	124-121	124-178
PP	124-085	124-085	124-085	124-096
S1	124-040	124-040	124-099	124-062
S2	123-290	123-290	124-089
S3	123-175	123-245	124-078
S4	123-060	123-130	124-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-130	124-015	0-115	0.3%	0-067	0.2%	83%	False	False	446,176
10	124-167	123-302	0-185	0.5%	0-081	0.2%	69%	False	False	517,952
20	124-232	123-302	0-250	0.6%	0-085	0.2%	51%	False	False	500,802
40	124-232	123-100	1-132	1.1%	0-075	0.2%	73%	False	False	254,584
60	124-232	123-100	1-132	1.1%	0-052	0.1%	73%	False	False	169,792

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	0-021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-115
2.618	124-316
1.618	124-243
1.000	124-198
0.618	124-170
HIGH	124-125
0.618	124-097
0.500	124-088
0.382	124-080
LOW	124-052
0.618	124-007
1.000	123-299
1.618	123-254
2.618	123-181
4.250	123-062

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	124-103	124-102
PP	124-096	124-094
S1	124-088	124-086

Download as Excel Spreadsheet

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

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