ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	131-265	132-000	0-055	0.1%	133-000
High	132-065	132-165	0-100	0.2%	133-075
Low	131-235	131-300	0-065	0.2%	131-230
Close	132-010	132-065	0-055	0.1%	131-285
Range	0-150	0-185	0-035	23.3%	1-165
ATR	0-202	0-201	-0-001	-0.6%	0-000
Volume	741,795	763,950	22,155	3.0%	5,333,149

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-305	133-210	132-167
R3	133-120	133-025	132-116
R2	132-255	132-255	132-099
R1	132-160	132-160	132-082	132-208
PP	132-070	132-070	132-070	132-094
S1	131-295	131-295	132-048	132-022
S2	131-205	131-205	132-031
S3	131-020	131-110	132-014
S4	130-155	130-245	131-283

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	132-310	131-230	1-080	0.9%	0-254	0.6%	39%	False	False	1,099,842
10	133-220	131-230	1-310	1.5%	0-233	0.6%	25%	False	False	1,031,984
20	133-265	131-030	2-235	2.1%	0-202	0.5%	41%	False	False	754,172
40	134-180	131-030	3-150	2.6%	0-185	0.4%	32%	False	False	380,447
60	134-180	131-030	3-150	2.6%	0-138	0.3%	32%	False	False	253,705
80	134-180	131-030	3-150	2.6%	0-106	0.3%	32%	False	False	190,280
100	134-180	130-000	4-180	3.5%	0-088	0.2%	48%	False	False	152,224

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	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-311
2.618	134-009
1.618	133-144
1.000	133-030
0.618	132-279
HIGH	132-165
0.618	132-094
0.500	132-072
0.382	132-051
LOW	131-300
0.618	131-186
1.000	131-115
1.618	131-001
2.618	130-136
4.250	129-154

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	132-072	132-105
PP	132-070	132-092
S1	132-068	132-078

Download as Excel Spreadsheet

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

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