ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	131-120	131-100	-0-020	0.0%	132-240
High	131-200	131-190	-0-010	0.0%	132-260
Low	131-040	131-090	0-050	0.1%	131-040
Close	131-090	131-140	0-050	0.1%	131-140
Range	0-160	0-100	-0-060	-37.5%	1-220
ATR	0-154	0-150	-0-004	-2.5%	0-000
Volume	21,261	15,328	-5,933	-27.9%	62,955

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-120	132-070	131-195
R3	132-020	131-290	131-168
R2	131-240	131-240	131-158
R1	131-190	131-190	131-149	131-215
PP	131-140	131-140	131-140	131-152
S1	131-090	131-090	131-131	131-115
S2	131-040	131-040	131-122
S3	130-260	130-310	131-112
S4	130-160	130-210	131-085

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-273	135-267	132-117
R3	135-053	134-047	131-288
R2	133-153	133-153	131-239
R1	132-147	132-147	131-190	132-040
PP	131-253	131-253	131-253	131-200
S1	130-247	130-247	131-090	130-140
S2	130-033	130-033	131-041
S3	128-133	129-027	130-312
S4	126-233	127-127	130-163

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%	0-142	0.3%	19%	False	False	12,591
10	133-100	131-040	2-060	1.7%	0-142	0.3%	14%	False	False	9,803
20	134-180	131-040	3-140	2.6%	0-162	0.4%	9%	False	False	5,964
40	134-180	131-040	3-140	2.6%	0-102	0.2%	9%	False	False	3,090
60	134-180	131-040	3-140	2.6%	0-076	0.2%	9%	False	False	2,062
80	134-180	129-300	4-200	3.5%	0-057	0.1%	32%	False	False	1,547

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	132-295
2.618	132-132
1.618	132-032
1.000	131-290
0.618	131-252
HIGH	131-190
0.618	131-152
0.500	131-140
0.382	131-128
LOW	131-090
0.618	131-028
1.000	130-310
1.618	130-248
2.618	130-148
4.250	129-305

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	131-140	131-165
PP	131-140	131-157
S1	131-140	131-148

Download as Excel Spreadsheet

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

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