ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 12-Sep-2012

Day Change Summary
	Previous	Current
	11-Sep-2012	12-Sep-2012	Change	Change %	Previous Week
Open	133-020	132-240	-0-100	-0.2%	133-240
High	133-060	132-275	-0-105	-0.2%	133-265
Low	132-230	132-090	-0-140	-0.3%	132-080
Close	132-250	132-110	-0-140	-0.3%	133-005
Range	0-150	0-185	0-035	23.3%	1-185
ATR	0-178	0-179	0-000	0.3%	0-000
Volume	636,737	943,387	306,650	48.2%	4,639,819

Daily Pivots for day following 12-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-073	133-277	132-212
R3	133-208	133-092	132-161
R2	133-023	133-023	132-144
R1	132-227	132-227	132-127	132-192
PP	132-158	132-158	132-158	132-141
S1	132-042	132-042	132-093	132-008
S2	131-293	131-293	132-076
S3	131-108	131-177	132-059
S4	130-243	130-312	132-008

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	133-170	132-080	1-090	1.0%	0-224	0.5%	7%	False	False	979,756
10	133-265	132-080	1-185	1.2%	0-200	0.5%	6%	False	False	935,891
20	133-265	131-030	2-235	2.1%	0-178	0.4%	46%	False	False	529,759
40	134-180	131-030	3-150	2.6%	0-163	0.4%	36%	False	False	266,580
60	134-180	131-030	3-150	2.6%	0-122	0.3%	36%	False	False	177,776
80	134-180	131-030	3-150	2.6%	0-096	0.2%	36%	False	False	133,332
100	134-180	129-230	4-270	3.7%	0-077	0.2%	54%	False	False	106,666

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	0-047
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-101
2.618	134-119
1.618	133-254
1.000	133-140
0.618	133-069
HIGH	132-275
0.618	132-204
0.500	132-182
0.382	132-161
LOW	132-090
0.618	131-296
1.000	131-225
1.618	131-111
2.618	130-246
4.250	129-264

Fisher Pivots for day following 12-Sep-2012
Pivot	1 day	3 day
R1	132-182	132-242
PP	132-158	132-198
S1	132-134	132-154

Download as Excel Spreadsheet

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

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