ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	131-290	131-120	-0-170	-0.4%	132-310
High	131-290	131-200	-0-090	-0.2%	133-100
Low	131-120	131-040	-0-080	-0.2%	132-040
Close	131-160	131-090	-0-070	-0.2%	132-230
Range	0-170	0-160	-0-010	-5.9%	1-060
ATR	0-154	0-154	0-000	0.3%	0-000
Volume	15,693	21,261	5,568	35.5%	35,077

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-270	132-180	131-178
R3	132-110	132-020	131-134
R2	131-270	131-270	131-119
R1	131-180	131-180	131-105	131-145
PP	131-110	131-110	131-110	131-092
S1	131-020	131-020	131-075	130-305
S2	130-270	130-270	131-061
S3	130-110	130-180	131-046
S4	129-270	130-020	131-002

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	131-040	1-220	1.3%	0-148	0.4%	9%	False	True	11,979
10	133-230	131-040	2-190	2.0%	0-162	0.4%	6%	False	True	8,761
20	134-180	131-040	3-140	2.6%	0-158	0.4%	5%	False	True	5,218
40	134-180	131-040	3-140	2.6%	0-100	0.2%	5%	False	True	2,707
60	134-180	131-040	3-140	2.6%	0-075	0.2%	5%	False	True	1,806
80	134-180	129-230	4-270	3.7%	0-056	0.1%	32%	False	False	1,355

Crabel Price Patterns
NR	True
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	0-027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-240
2.618	132-299
1.618	132-139
1.000	132-040
0.618	131-299
HIGH	131-200
0.618	131-139
0.500	131-120
0.382	131-101
LOW	131-040
0.618	130-261
1.000	130-200
1.618	130-101
2.618	129-261
4.250	129-000

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	131-120	131-265
PP	131-110	131-207
S1	131-100	131-148

Download as Excel Spreadsheet

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

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