ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	132-210	132-270	0-060	0.1%	131-120
High	133-000	132-300	-0-020	0.0%	132-280
Low	132-200	132-180	-0-020	0.0%	131-030
Close	132-280	132-240	-0-040	-0.1%	132-160
Range	0-120	0-120	0-000	0.0%	1-250
ATR	0-155	0-153	-0-003	-1.6%	0-000
Volume	675,921	923,968	248,047	36.7%	212,936

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-280	133-220	132-306
R3	133-160	133-100	132-273
R2	133-040	133-040	132-262
R1	132-300	132-300	132-251	132-270
PP	132-240	132-240	132-240	132-225
S1	132-180	132-180	132-229	132-150
S2	132-120	132-120	132-218
S3	132-000	132-060	132-207
S4	131-200	131-260	132-174

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	132-070	0-250	0.6%	0-134	0.3%	68%	False	False	407,650
10	133-000	131-030	1-290	1.4%	0-151	0.4%	87%	False	False	214,454
20	133-280	131-030	2-250	2.1%	0-161	0.4%	60%	False	False	110,734
40	134-180	131-030	3-150	2.6%	0-127	0.3%	48%	False	False	55,788
60	134-180	131-030	3-150	2.6%	0-093	0.2%	48%	False	False	37,194
80	134-180	130-270	3-230	2.8%	0-073	0.2%	51%	False	False	27,896

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	0-032

Fibonacci Retracements and Extensions
4.250	134-170
2.618	133-294
1.618	133-174
1.000	133-100
0.618	133-054
HIGH	132-300
0.618	132-254
0.500	132-240
0.382	132-226
LOW	132-180
0.618	132-106
1.000	132-060
1.618	131-306
2.618	131-186
4.250	130-310

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	132-240	132-232
PP	132-240	132-225
S1	132-240	132-218

Download as Excel Spreadsheet

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

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