ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	132-000	132-065	0-065	0.2%	133-000
High	132-165	132-180	0-015	0.0%	133-075
Low	131-300	132-020	0-040	0.1%	131-230
Close	132-065	132-120	0-055	0.1%	131-285
Range	0-185	0-160	-0-025	-13.5%	1-165
ATR	0-201	0-198	-0-003	-1.5%	0-000
Volume	763,950	868,748	104,798	13.7%	5,333,149

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-267	133-193	132-208
R3	133-107	133-033	132-164
R2	132-267	132-267	132-149
R1	132-193	132-193	132-135	132-230
PP	132-107	132-107	132-107	132-125
S1	132-033	132-033	132-105	132-070
S2	131-267	131-267	132-091
S3	131-107	131-193	132-076
S4	130-267	131-033	132-032

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%	0-249	0.6%	53%	False	False	1,084,914
10	133-170	131-230	1-260	1.4%	0-236	0.6%	36%	False	False	1,032,335
20	133-265	131-190	2-075	1.7%	0-203	0.5%	35%	False	False	796,920
40	134-180	131-030	3-150	2.6%	0-186	0.4%	37%	False	False	402,135
60	134-180	131-030	3-150	2.6%	0-141	0.3%	37%	False	False	268,184
80	134-180	131-030	3-150	2.6%	0-108	0.3%	37%	False	False	201,140
100	134-180	130-000	4-180	3.4%	0-090	0.2%	52%	False	False	160,912

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-220
2.618	133-279
1.618	133-119
1.000	133-020
0.618	132-279
HIGH	132-180
0.618	132-119
0.500	132-100
0.382	132-081
LOW	132-020
0.618	131-241
1.000	131-180
1.618	131-081
2.618	130-241
4.250	129-300

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	132-113	132-096
PP	132-107	132-072
S1	132-100	132-048

Download as Excel Spreadsheet

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

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