ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	131-120	131-170	0-050	0.1%	132-240
High	131-190	131-180	-0-010	0.0%	132-260
Low	131-030	131-030	0-000	0.0%	131-040
Close	131-140	131-160	0-020	0.0%	131-140
Range	0-160	0-150	-0-010	-6.3%	1-220
ATR	0-151	0-151	0-000	0.0%	0-000
Volume	15,279	13,798	-1,481	-9.7%	62,955

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-253	132-197	131-242
R3	132-103	132-047	131-201
R2	131-273	131-273	131-188
R1	131-217	131-217	131-174	131-170
PP	131-123	131-123	131-123	131-100
S1	131-067	131-067	131-146	131-020
S2	130-293	130-293	131-132
S3	130-143	130-237	131-119
S4	129-313	130-087	131-078

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	131-290	131-030	0-260	0.6%	0-148	0.4%	50%	False	True	16,271
10	132-260	131-030	1-230	1.3%	0-139	0.3%	24%	False	True	12,210
20	134-180	131-030	3-150	2.6%	0-168	0.4%	12%	False	True	7,351
40	134-180	131-030	3-150	2.6%	0-110	0.3%	12%	False	True	3,817
60	134-180	131-030	3-150	2.6%	0-077	0.2%	12%	False	True	2,546
80	134-180	130-000	4-180	3.5%	0-061	0.1%	33%	False	False	1,910

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-178
2.618	132-253
1.618	132-103
1.000	132-010
0.618	131-273
HIGH	131-180
0.618	131-123
0.500	131-105
0.382	131-087
LOW	131-030
0.618	130-257
1.000	130-200
1.618	130-107
2.618	129-277
4.250	129-032

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	131-142	131-143
PP	131-123	131-127
S1	131-105	131-110

Download as Excel Spreadsheet

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

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