ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 24-Sep-2012

Day Change Summary
	Previous	Current
	21-Sep-2012	24-Sep-2012	Change	Change %	Previous Week
Open	132-140	132-225	0-085	0.2%	131-265
High	132-245	133-015	0-090	0.2%	132-280
Low	132-080	132-205	0-125	0.3%	131-235
Close	132-215	132-295	0-080	0.2%	132-215
Range	0-165	0-130	-0-035	-21.2%	1-045
ATR	0-194	0-189	-0-005	-2.3%	0-000
Volume	740,468	531,172	-209,296	-28.3%	4,038,409

Daily Pivots for day following 24-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-028	133-292	133-046
R3	133-218	133-162	133-011
R2	133-088	133-088	132-319
R1	133-032	133-032	132-307	133-060
PP	132-278	132-278	132-278	132-292
S1	132-222	132-222	132-283	132-250
S2	132-148	132-148	132-271
S3	132-018	132-092	132-259
S4	131-208	131-282	132-224

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	133-015	131-300	1-035	0.8%	0-162	0.4%	89%	True	False	765,557
10	133-060	131-230	1-150	1.1%	0-204	0.5%	82%	False	False	919,978
20	133-265	131-230	2-035	1.6%	0-198	0.5%	57%	False	False	897,481
40	133-280	131-030	2-250	2.1%	0-182	0.4%	66%	False	False	456,937
60	134-180	131-030	3-150	2.6%	0-149	0.3%	53%	False	False	304,769
80	134-180	131-030	3-150	2.6%	0-114	0.3%	53%	False	False	228,578
100	134-180	130-080	4-100	3.2%	0-094	0.2%	62%	False	False	182,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-046
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	134-248
2.618	134-035
1.618	133-225
1.000	133-145
0.618	133-095
HIGH	133-015
0.618	132-285
0.500	132-270
0.382	132-255
LOW	132-205
0.618	132-125
1.000	132-075
1.618	131-315
2.618	131-185
4.250	130-292

Fisher Pivots for day following 24-Sep-2012
Pivot	1 day	3 day
R1	132-287	132-266
PP	132-278	132-237
S1	132-270	132-208

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

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