ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	132-140	132-140	0-000	0.0%	131-120
High	132-220	132-280	0-060	0.1%	132-280
Low	132-070	132-130	0-060	0.1%	131-030
Close	132-200	132-160	-0-040	-0.1%	132-160
Range	0-150	0-150	0-000	0.0%	1-250
ATR	0-161	0-160	-0-001	-0.5%	0-000
Volume	45,082	98,146	53,064	117.7%	212,936

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-000	133-230	132-242
R3	133-170	133-080	132-201
R2	133-020	133-020	132-188
R1	132-250	132-250	132-174	132-295
PP	132-190	132-190	132-190	132-212
S1	132-100	132-100	132-146	132-145
S2	132-040	132-040	132-132
S3	131-210	131-270	132-119
S4	131-060	131-120	132-078

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-160	136-250	133-154
R3	135-230	135-000	132-317
R2	133-300	133-300	132-264
R1	133-070	133-070	132-212	133-185
PP	132-050	132-050	132-050	132-108
S1	131-140	131-140	132-108	131-255
S2	130-120	130-120	132-056
S3	128-190	129-210	132-003
S4	126-260	127-280	131-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-280	131-030	1-250	1.3%	0-176	0.4%	79%	True	False	42,587
10	132-280	131-030	1-250	1.3%	0-159	0.4%	79%	True	False	27,589
20	133-280	131-030	2-250	2.1%	0-167	0.4%	51%	False	False	16,394
40	134-180	131-030	3-150	2.6%	0-124	0.3%	41%	False	False	8,413
60	134-180	131-030	3-150	2.6%	0-086	0.2%	41%	False	False	5,610
80	134-180	130-080	4-100	3.3%	0-068	0.2%	52%	False	False	4,208

Crabel Price Patterns
NR	False
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	0-030

Fibonacci Retracements and Extensions
4.250	134-278
2.618	134-033
1.618	133-203
1.000	133-110
0.618	133-053
HIGH	132-280
0.618	132-223
0.500	132-205
0.382	132-187
LOW	132-130
0.618	132-037
1.000	131-300
1.618	131-207
2.618	131-057
4.250	130-132

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	132-205	132-132
PP	132-190	132-103
S1	132-175	132-075

Download as Excel Spreadsheet

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

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