ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 13-Sep-2012

Day Change Summary
	Previous	Current
	12-Sep-2012	13-Sep-2012	Change	Change %	Previous Week
Open	132-240	132-130	-0-110	-0.3%	133-240
High	132-275	132-310	0-035	0.1%	133-265
Low	132-090	131-270	-0-140	-0.3%	132-080
Close	132-110	132-245	0-135	0.3%	133-005
Range	0-185	1-040	0-175	94.6%	1-185
ATR	0-179	0-192	0-013	7.2%	0-000
Volume	943,387	1,721,338	777,951	82.5%	4,639,819

Daily Pivots for day following 13-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-288	135-147	133-123
R3	134-248	134-107	133-024
R2	133-208	133-208	132-311
R1	133-067	133-067	132-278	133-138
PP	132-168	132-168	132-168	132-204
S1	132-027	132-027	132-212	132-098
S2	131-128	131-128	132-179
S3	130-088	130-307	132-146
S4	129-048	129-267	132-047

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	131-270	1-220	1.3%	0-248	0.6%	55%	False	True	1,101,399
10	133-265	131-270	1-315	1.5%	0-224	0.5%	46%	False	True	1,015,628
20	133-265	131-030	2-235	2.1%	0-187	0.4%	61%	False	False	615,041
40	134-180	131-030	3-150	2.6%	0-171	0.4%	48%	False	False	309,601
60	134-180	131-030	3-150	2.6%	0-126	0.3%	48%	False	False	206,464
80	134-180	131-030	3-150	2.6%	0-101	0.2%	48%	False	False	154,849
100	134-180	129-230	4-270	3.6%	0-081	0.2%	63%	False	False	123,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	137-240
2.618	135-292
1.618	134-252
1.000	134-030
0.618	133-212
HIGH	132-310
0.618	132-172
0.500	132-130
0.382	132-088
LOW	131-270
0.618	131-048
1.000	130-230
1.618	130-008
2.618	128-288
4.250	127-020

Fisher Pivots for day following 13-Sep-2012
Pivot	1 day	3 day
R1	132-207	132-218
PP	132-168	132-192
S1	132-130	132-165

Download as Excel Spreadsheet

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

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