ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 11-Sep-2012

Day Change Summary
	Previous	Current
	10-Sep-2012	11-Sep-2012	Change	Change %	Previous Week
Open	133-000	133-020	0-020	0.0%	133-240
High	133-075	133-060	-0-015	0.0%	133-265
Low	132-260	132-230	-0-030	-0.1%	132-080
Close	132-275	132-250	-0-025	-0.1%	133-005
Range	0-135	0-150	0-015	11.1%	1-185
ATR	0-181	0-178	-0-002	-1.2%	0-000
Volume	702,944	636,737	-66,207	-9.4%	4,639,819

Daily Pivots for day following 11-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-097	134-003	133-012
R3	133-267	133-173	132-291
R2	133-117	133-117	132-278
R1	133-023	133-023	132-264	132-315
PP	132-287	132-287	132-287	132-272
S1	132-193	132-193	132-236	132-165
S2	132-137	132-137	132-222
S3	131-307	132-043	132-209
S4	131-157	131-213	132-168

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-245	136-310	133-283
R3	136-060	135-125	133-144
R2	134-195	134-195	133-098
R1	133-260	133-260	133-051	133-135
PP	133-010	133-010	133-010	132-268
S1	132-075	132-075	132-279	131-270
S2	131-145	131-145	132-232
S3	129-280	130-210	132-186
S4	128-095	129-025	132-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-220	132-080	1-140	1.1%	0-212	0.5%	37%	False	False	964,125
10	133-265	132-080	1-185	1.2%	0-193	0.5%	34%	False	False	909,144
20	133-265	131-030	2-235	2.1%	0-177	0.4%	62%	False	False	482,777
40	134-180	131-030	3-150	2.6%	0-159	0.4%	49%	False	False	243,016
60	134-180	131-030	3-150	2.6%	0-119	0.3%	49%	False	False	162,053
80	134-180	131-030	3-150	2.6%	0-094	0.2%	49%	False	False	121,540
100	134-180	129-230	4-270	3.6%	0-075	0.2%	63%	False	False	97,232

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-058
2.618	134-133
1.618	133-303
1.000	133-210
0.618	133-153
HIGH	133-060
0.618	133-003
0.500	132-305
0.382	132-287
LOW	132-230
0.618	132-137
1.000	132-080
1.618	131-307
2.618	131-157
4.250	130-232

Fisher Pivots for day following 11-Sep-2012
Pivot	1 day	3 day
R1	132-305	132-285
PP	132-287	132-273
S1	132-268	132-262

Download as Excel Spreadsheet

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

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