ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	132-170	132-120	-0-050	-0.1%	133-050
High	132-210	132-160	-0-050	-0.1%	133-280
Low	132-090	132-040	-0-050	-0.1%	132-250
Close	132-140	132-130	-0-010	0.0%	132-290
Range	0-120	0-120	0-000	0.0%	1-030
ATR	0-152	0-149	-0-002	-1.5%	0-000
Volume	12,642	5,167	-7,475	-59.1%	16,913

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-150	133-100	132-196
R3	133-030	132-300	132-163
R2	132-230	132-230	132-152
R1	132-180	132-180	132-141	132-205
PP	132-110	132-110	132-110	132-122
S1	132-060	132-060	132-119	132-085
S2	131-310	131-310	132-108
S3	131-190	131-260	132-097
S4	131-070	131-140	132-064

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	133-230	132-040	1-190	1.2%	0-176	0.4%	18%	False	True	5,544
10	134-010	132-040	1-290	1.4%	0-195	0.5%	15%	False	True	4,061
20	134-180	132-040	2-140	1.8%	0-135	0.3%	12%	False	True	2,300
40	134-180	131-290	2-210	2.0%	0-087	0.2%	19%	False	False	1,212
60	134-180	131-140	3-040	2.4%	0-062	0.1%	31%	False	False	808

Crabel Price Patterns
NR	False
NR4	False
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	0-021

Fibonacci Retracements and Extensions
4.250	134-030
2.618	133-154
1.618	133-034
1.000	132-280
0.618	132-234
HIGH	132-160
0.618	132-114
0.500	132-100
0.382	132-086
LOW	132-040
0.618	131-286
1.000	131-240
1.618	131-166
2.618	131-046
4.250	130-170

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	132-120	132-195
PP	132-110	132-173
S1	132-100	132-152

Download as Excel Spreadsheet

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

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