ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	132-140	132-140	0-000	0.0%	131-265
High	132-280	132-245	-0-035	-0.1%	132-280
Low	132-110	132-080	-0-030	-0.1%	131-235
Close	132-130	132-215	0-085	0.2%	132-215
Range	0-170	0-165	-0-005	-2.9%	1-045
ATR	0-196	0-194	-0-002	-1.1%	0-000
Volume	923,448	740,468	-182,980	-19.8%	4,038,409

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-035	133-290	132-306
R3	133-190	133-125	132-260
R2	133-025	133-025	132-245
R1	132-280	132-280	132-230	132-312
PP	132-180	132-180	132-180	132-196
S1	132-115	132-115	132-200	132-148
S2	132-015	132-015	132-185
S3	131-170	131-270	132-170
S4	131-005	131-105	132-124

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-272	135-128	133-096
R3	134-227	134-083	132-315
R2	133-182	133-182	132-282
R1	133-038	133-038	132-248	133-110
PP	132-137	132-137	132-137	132-172
S1	131-313	131-313	132-182	132-065
S2	131-092	131-092	132-148
S3	130-047	130-268	132-115
S4	129-002	129-223	132-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-280	131-235	1-045	0.9%	0-166	0.4%	82%	False	False	807,681
10	133-075	131-230	1-165	1.1%	0-205	0.5%	63%	False	False	937,155
20	133-265	131-230	2-035	1.6%	0-199	0.5%	45%	False	False	875,830
40	134-010	131-030	2-300	2.2%	0-187	0.4%	54%	False	False	443,680
60	134-180	131-030	3-150	2.6%	0-147	0.3%	45%	False	False	295,916
80	134-180	131-030	3-150	2.6%	0-113	0.3%	45%	False	False	221,938
100	134-180	130-070	4-110	3.3%	0-093	0.2%	56%	False	False	177,551

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-306
2.618	134-037
1.618	133-192
1.000	133-090
0.618	133-027
HIGH	132-245
0.618	132-182
0.500	132-162
0.382	132-143
LOW	132-080
0.618	131-298
1.000	131-235
1.618	131-133
2.618	130-288
4.250	130-019

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	132-198	132-193
PP	132-180	132-172
S1	132-162	132-150

Download as Excel Spreadsheet

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

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