ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	132-140	132-210	0-070	0.2%	131-120
High	132-245	133-000	0-075	0.2%	132-280
Low	132-115	132-200	0-085	0.2%	131-030
Close	132-230	132-280	0-050	0.1%	132-160
Range	0-130	0-120	-0-010	-7.7%	1-250
ATR	0-158	0-155	-0-003	-1.7%	0-000
Volume	295,133	675,921	380,788	129.0%	212,936

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-307	133-253	133-026
R3	133-187	133-133	132-313
R2	133-067	133-067	132-302
R1	133-013	133-013	132-291	133-040
PP	132-267	132-267	132-267	132-280
S1	132-213	132-213	132-269	132-240
S2	132-147	132-147	132-258
S3	132-027	132-093	132-247
S4	131-227	131-293	132-214

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	133-000	131-190	1-130	1.1%	0-164	0.4%	91%	True	False	230,982
10	133-000	131-030	1-290	1.4%	0-156	0.4%	93%	True	False	123,627
20	133-280	131-030	2-250	2.1%	0-166	0.4%	64%	False	False	64,795
40	134-180	131-030	3-150	2.6%	0-126	0.3%	51%	False	False	32,689
60	134-180	131-030	3-150	2.6%	0-091	0.2%	51%	False	False	21,795
80	134-180	130-230	3-270	2.9%	0-071	0.2%	56%	False	False	16,346

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-028
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	134-190
2.618	133-314
1.618	133-194
1.000	133-120
0.618	133-074
HIGH	133-000
0.618	132-274
0.500	132-260
0.382	132-246
LOW	132-200
0.618	132-126
1.000	132-080
1.618	132-006
2.618	131-206
4.250	131-010

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	132-273	132-259
PP	132-267	132-238
S1	132-260	132-218

Download as Excel Spreadsheet

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

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