ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 14-Sep-2012

Day Change Summary
	Previous	Current
	13-Sep-2012	14-Sep-2012	Change	Change %	Previous Week
Open	132-130	132-295	0-165	0.4%	133-000
High	132-310	132-300	-0-010	0.0%	133-075
Low	131-270	131-230	-0-040	-0.1%	131-230
Close	132-245	131-285	-0-280	-0.7%	131-285
Range	1-040	1-070	0-030	8.3%	1-165
ATR	0-192	0-206	0-014	7.4%	0-000
Volume	1,721,338	1,328,743	-392,595	-22.8%	5,333,149

Daily Pivots for day following 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-268	135-027	132-180
R3	134-198	133-277	132-072
R2	133-128	133-128	132-036
R1	132-207	132-207	132-001	132-132
PP	132-058	132-058	132-058	132-021
S1	131-137	131-137	131-249	131-062
S2	130-308	130-308	131-214
S3	129-238	130-067	131-178
S4	128-168	128-317	131-070

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-265	135-280	132-232
R3	135-100	134-115	132-098
R2	133-255	133-255	132-054
R1	132-270	132-270	132-009	132-180
PP	132-090	132-090	132-090	132-045
S1	131-105	131-105	131-241	131-015
S2	130-245	130-245	131-196
S3	129-080	129-260	131-152
S4	127-235	128-095	131-018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-075	131-230	1-165	1.1%	0-244	0.6%	11%	False	True	1,066,629
10	133-265	131-230	2-035	1.6%	0-246	0.6%	8%	False	True	1,098,653
20	133-265	131-030	2-235	2.1%	0-199	0.5%	29%	False	False	680,415
40	134-180	131-030	3-150	2.6%	0-179	0.4%	23%	False	False	342,817
60	134-180	131-030	3-150	2.6%	0-133	0.3%	23%	False	False	228,610
80	134-180	131-030	3-150	2.6%	0-106	0.3%	23%	False	False	171,458
100	134-180	129-230	4-270	3.7%	0-085	0.2%	45%	False	False	137,167

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	0-061
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	138-038
2.618	136-041
1.618	134-291
1.000	134-050
0.618	133-221
HIGH	132-300
0.618	132-151
0.500	132-105
0.382	132-059
LOW	131-230
0.618	130-309
1.000	130-160
1.618	129-239
2.618	128-169
4.250	126-172

Fisher Pivots for day following 14-Sep-2012
Pivot	1 day	3 day
R1	132-105	132-110
PP	132-058	132-062
S1	132-012	132-013

Download as Excel Spreadsheet

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

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