ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	133-010	133-000	-0-010	0.0%	132-150
High	133-030	133-000	-0-030	-0.1%	132-280
Low	133-010	132-230	-0-100	-0.2%	132-110
Close	133-030	132-230	-0-120	-0.3%	132-140
Range	0-020	0-090	0-070	350.0%	0-170
ATR	0-109	0-110	0-001	0.7%	0-000
Volume	17	1	-16	-94.1%	5

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-210	133-150	132-280
R3	133-120	133-060	132-255
R2	133-030	133-030	132-246
R1	132-290	132-290	132-238	132-275
PP	132-260	132-260	132-260	132-252
S1	132-200	132-200	132-222	132-185
S2	132-170	132-170	132-214
S3	132-080	132-110	132-205
S4	131-310	132-020	132-180

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-047	133-263	132-234
R3	133-197	133-093	132-187
R2	133-027	133-027	132-171
R1	132-243	132-243	132-156	132-210
PP	132-177	132-177	132-177	132-160
S1	132-073	132-073	132-124	132-040
S2	132-007	132-007	132-109
S3	131-157	131-223	132-093
S4	130-307	131-053	132-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-030	132-140	0-210	0.5%	0-050	0.1%	43%	False	False	4
10	133-030	131-290	1-060	0.9%	0-026	0.1%	68%	False	False	3
20	133-030	131-290	1-060	0.9%	0-024	0.1%	68%	False	False	6
40	133-290	130-270	3-020	2.3%	0-018	0.0%	61%	False	False	4

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	0-000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-062
2.618	133-236
1.618	133-146
1.000	133-090
0.618	133-056
HIGH	133-000
0.618	132-286
0.500	132-275
0.382	132-264
LOW	132-230
0.618	132-174
1.000	132-140
1.618	132-084
2.618	131-314
4.250	131-168

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	132-275	132-245
PP	132-260	132-240
S1	132-245	132-235

Download as Excel Spreadsheet

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

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