ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 30-Aug-2012

Day Change Summary
	Previous	Current
	29-Aug-2012	30-Aug-2012	Change	Change %	Previous Week
Open	132-270	132-240	-0-030	-0.1%	131-120
High	132-300	133-070	0-090	0.2%	132-280
Low	132-180	132-225	0-045	0.1%	131-030
Close	132-240	133-045	0-125	0.3%	132-160
Range	0-120	0-165	0-045	37.5%	1-250
ATR	0-153	0-153	0-001	0.6%	0-000
Volume	923,968	498,489	-425,479	-46.0%	212,936

Daily Pivots for day following 30-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-182	134-118	133-136
R3	134-017	133-273	133-090
R2	133-172	133-172	133-075
R1	133-108	133-108	133-060	133-140
PP	133-007	133-007	133-007	133-022
S1	132-263	132-263	133-030	132-295
S2	132-162	132-162	133-015
S3	131-317	132-098	133-000
S4	131-152	131-253	132-274

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	133-070	132-115	0-275	0.6%	0-137	0.3%	91%	True	False	498,331
10	133-070	131-030	2-040	1.6%	0-152	0.4%	96%	True	False	262,177
20	133-230	131-030	2-200	2.0%	0-157	0.4%	78%	False	False	135,469
40	134-180	131-030	3-150	2.6%	0-130	0.3%	59%	False	False	68,250
60	134-180	131-030	3-150	2.6%	0-095	0.2%	59%	False	False	45,502
80	134-180	130-270	3-230	2.8%	0-075	0.2%	62%	False	False	34,127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	135-131
2.618	134-182
1.618	134-017
1.000	133-235
0.618	133-172
HIGH	133-070
0.618	133-007
0.500	132-308
0.382	132-288
LOW	132-225
0.618	132-123
1.000	132-060
1.618	131-278
2.618	131-113
4.250	130-164

Fisher Pivots for day following 30-Aug-2012
Pivot	1 day	3 day
R1	133-026	133-018
PP	133-007	132-312
S1	132-308	132-285

Download as Excel Spreadsheet

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

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