ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	131-100	131-120	0-020	0.0%	132-240
High	131-190	131-190	0-000	0.0%	132-260
Low	131-090	131-030	-0-060	-0.1%	131-040
Close	131-140	131-140	0-000	0.0%	131-140
Range	0-100	0-160	0-060	60.0%	1-220
ATR	0-150	0-151	0-001	0.5%	0-000
Volume	15,328	15,279	-49	-0.3%	62,955

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-280	132-210	131-228
R3	132-120	132-050	131-184
R2	131-280	131-280	131-169
R1	131-210	131-210	131-155	131-245
PP	131-120	131-120	131-120	131-138
S1	131-050	131-050	131-125	131-085
S2	130-280	130-280	131-111
S3	130-120	130-210	131-096
S4	129-280	130-050	131-052

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	132-170	131-030	1-140	1.1%	0-152	0.4%	24%	False	True	14,261
10	133-030	131-030	2-000	1.5%	0-145	0.3%	17%	False	True	11,055
20	134-180	131-030	3-150	2.6%	0-168	0.4%	10%	False	True	6,722
40	134-180	131-030	3-150	2.6%	0-106	0.3%	10%	False	True	3,472
60	134-180	131-030	3-150	2.6%	0-074	0.2%	10%	False	True	2,316
80	134-180	130-000	4-180	3.5%	0-059	0.1%	32%	False	False	1,738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-230
2.618	132-289
1.618	132-129
1.000	132-030
0.618	131-289
HIGH	131-190
0.618	131-129
0.500	131-110
0.382	131-091
LOW	131-030
0.618	130-251
1.000	130-190
1.618	130-091
2.618	129-251
4.250	128-310

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	131-130	131-132
PP	131-120	131-123
S1	131-110	131-115

Download as Excel Spreadsheet

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

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