ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 08-Aug-2012

Day Change Summary
	Previous	Current
	07-Aug-2012	08-Aug-2012	Change	Change %	Previous Week
Open	133-000	132-170	-0-150	-0.4%	133-050
High	133-030	132-210	-0-140	-0.3%	133-280
Low	132-140	132-090	-0-050	-0.1%	132-250
Close	132-170	132-140	-0-030	-0.1%	132-290
Range	0-210	0-120	-0-090	-42.9%	1-030
ATR	0-154	0-152	-0-002	-1.6%	0-000
Volume	2,242	12,642	10,400	463.9%	16,913

Daily Pivots for day following 08-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-187	133-123	132-206
R3	133-067	133-003	132-173
R2	132-267	132-267	132-162
R1	132-203	132-203	132-151	132-175
PP	132-147	132-147	132-147	132-132
S1	132-083	132-083	132-129	132-055
S2	132-027	132-027	132-118
S3	131-227	131-283	132-107
S4	131-107	131-163	132-074

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-150	135-250	133-162
R3	135-120	134-220	133-066
R2	134-090	134-090	133-034
R1	133-190	133-190	133-002	133-125
PP	133-060	133-060	133-060	133-028
S1	132-160	132-160	132-258	132-095
S2	132-030	132-030	132-226
S3	131-000	131-130	132-194
S4	129-290	130-100	132-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-280	132-090	1-190	1.2%	0-202	0.5%	10%	False	True	5,268
10	134-110	132-090	2-020	1.6%	0-195	0.5%	8%	False	True	3,595
20	134-180	132-090	2-090	1.7%	0-130	0.3%	7%	False	True	2,056
40	134-180	131-290	2-210	2.0%	0-084	0.2%	20%	False	False	1,082
60	134-180	131-140	3-040	2.4%	0-060	0.1%	32%	False	False	722

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	134-080
2.618	133-204
1.618	133-084
1.000	133-010
0.618	132-284
HIGH	132-210
0.618	132-164
0.500	132-150
0.382	132-136
LOW	132-090
0.618	132-016
1.000	131-290
1.618	131-216
2.618	131-096
4.250	130-220

Fisher Pivots for day following 08-Aug-2012
Pivot	1 day	3 day
R1	132-150	132-255
PP	132-147	132-217
S1	132-143	132-178

Download as Excel Spreadsheet

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

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