ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	132-130	132-240	0-110	0.3%	132-310
High	132-260	132-260	0-000	0.0%	133-100
Low	132-130	132-150	0-020	0.0%	132-040
Close	132-230	132-190	-0-040	-0.1%	132-230
Range	0-130	0-110	-0-020	-15.4%	1-060
ATR	0-148	0-145	-0-003	-1.8%	0-000
Volume	12,268	6,925	-5,343	-43.6%	35,077

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-210	133-150	132-250
R3	133-100	133-040	132-220
R2	132-310	132-310	132-210
R1	132-250	132-250	132-200	132-225
PP	132-200	132-200	132-200	132-188
S1	132-140	132-140	132-180	132-115
S2	132-090	132-090	132-170
S3	131-300	132-030	132-160
S4	131-190	131-240	132-130

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-090	135-220	133-119
R3	135-030	134-160	133-014
R2	133-290	133-290	132-300
R1	133-100	133-100	132-265	133-005
PP	132-230	132-230	132-230	132-182
S1	132-040	132-040	132-195	131-265
S2	131-170	131-170	132-160
S3	130-110	130-300	132-126
S4	129-050	129-240	132-021

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-030	132-040	0-310	0.7%	0-138	0.3%	48%	False	False	7,848
10	133-280	132-040	1-240	1.3%	0-171	0.4%	27%	False	False	5,759
20	134-180	132-040	2-140	1.8%	0-141	0.3%	19%	False	False	3,254
40	134-180	131-290	2-210	2.0%	0-090	0.2%	26%	False	False	1,691
60	134-180	131-140	3-040	2.4%	0-066	0.2%	37%	False	False	1,128
80	134-180	129-230	4-270	3.7%	0-050	0.1%	59%	False	False	846

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-023
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	134-088
2.618	133-228
1.618	133-118
1.000	133-050
0.618	133-008
HIGH	132-260
0.618	132-218
0.500	132-205
0.382	132-192
LOW	132-150
0.618	132-082
1.000	132-040
1.618	131-292
2.618	131-182
4.250	131-002

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	132-205	132-177
PP	132-200	132-163
S1	132-195	132-150

Download as Excel Spreadsheet

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

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