ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	133-070	133-200	0-130	0.3%	131-265
High	133-215	133-200	-0-015	0.0%	132-280
Low	133-045	133-105	0-060	0.1%	131-235
Close	133-205	133-160	-0-045	-0.1%	132-215
Range	0-170	0-095	-0-075	-44.1%	1-045
ATR	0-186	0-180	-0-006	-3.3%	0-000
Volume	863,167	953,865	90,698	10.5%	4,038,409

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-120	134-075	133-212
R3	134-025	133-300	133-186
R2	133-250	133-250	133-177
R1	133-205	133-205	133-169	133-180
PP	133-155	133-155	133-155	133-142
S1	133-110	133-110	133-151	133-085
S2	133-060	133-060	133-143
S3	132-285	133-015	133-134
S4	132-190	132-240	133-108

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-272	135-128	133-096
R3	134-227	134-083	132-315
R2	133-182	133-182	132-282
R1	133-038	133-038	132-248	133-110
PP	132-137	132-137	132-137	132-172
S1	131-313	131-313	132-182	132-065
S2	131-092	131-092	132-148
S3	130-047	130-268	132-115
S4	129-002	129-223	132-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-215	132-080	1-135	1.1%	0-145	0.3%	88%	False	False	797,057
10	133-215	131-230	1-305	1.5%	0-178	0.4%	91%	False	False	861,197
20	133-265	131-230	2-035	1.6%	0-201	0.5%	84%	False	False	938,412
40	133-280	131-030	2-250	2.1%	0-181	0.4%	87%	False	False	524,573
60	134-180	131-030	3-150	2.6%	0-152	0.4%	69%	False	False	349,996
80	134-180	131-030	3-150	2.6%	0-120	0.3%	69%	False	False	262,499
100	134-180	130-270	3-230	2.8%	0-098	0.2%	71%	False	False	209,999

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	134-284
2.618	134-129
1.618	134-034
1.000	133-295
0.618	133-259
HIGH	133-200
0.618	133-164
0.500	133-152
0.382	133-141
LOW	133-105
0.618	133-046
1.000	133-010
1.618	132-271
2.618	132-176
4.250	132-021

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	133-158	133-128
PP	133-155	133-097
S1	133-152	133-065

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

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