ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	132-240	132-140	-0-100	-0.2%	132-310
High	132-260	132-170	-0-090	-0.2%	133-100
Low	132-150	132-000	-0-150	-0.4%	132-040
Close	132-190	132-020	-0-170	-0.4%	132-230
Range	0-110	0-170	0-060	54.5%	1-060
ATR	0-145	0-148	0-003	2.2%	0-000
Volume	6,925	3,748	-3,177	-45.9%	35,077

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-253	133-147	132-114
R3	133-083	132-297	132-067
R2	132-233	132-233	132-051
R1	132-127	132-127	132-036	132-095
PP	132-063	132-063	132-063	132-048
S1	131-277	131-277	132-004	131-245
S2	131-213	131-213	131-309
S3	131-043	131-107	131-293
S4	130-193	130-257	131-246

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	132-260	132-000	0-260	0.6%	0-130	0.3%	8%	False	True	8,150
10	133-280	132-000	1-280	1.4%	0-176	0.4%	3%	False	True	5,963
20	134-180	132-000	2-180	1.9%	0-148	0.3%	2%	False	True	3,400
40	134-180	131-290	2-210	2.0%	0-094	0.2%	6%	False	False	1,784
60	134-180	131-140	3-040	2.4%	0-069	0.2%	20%	False	False	1,190
80	134-180	129-230	4-270	3.7%	0-052	0.1%	48%	False	False	893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134-252
2.618	133-295
1.618	133-125
1.000	133-020
0.618	132-275
HIGH	132-170
0.618	132-105
0.500	132-085
0.382	132-065
LOW	132-000
0.618	131-215
1.000	131-150
1.618	131-045
2.618	130-195
4.250	129-238

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	132-085	132-130
PP	132-063	132-093
S1	132-042	132-057

Download as Excel Spreadsheet

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

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