ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 25-Sep-2012

Day Change Summary
	Previous	Current
	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	132-225	132-315	0-090	0.2%	131-265
High	133-015	133-080	0-065	0.2%	132-280
Low	132-205	132-235	0-030	0.1%	131-235
Close	132-295	133-055	0-080	0.2%	132-215
Range	0-130	0-165	0-035	26.9%	1-045
ATR	0-189	0-187	-0-002	-0.9%	0-000
Volume	531,172	896,614	365,442	68.8%	4,038,409

Daily Pivots for day following 25-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-192	134-128	133-146
R3	134-027	133-283	133-100
R2	133-182	133-182	133-085
R1	133-118	133-118	133-070	133-150
PP	133-017	133-017	133-017	133-032
S1	132-273	132-273	133-040	132-305
S2	132-172	132-172	133-025
S3	132-007	132-108	133-010
S4	131-162	131-263	132-284

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	133-080	132-020	1-060	0.9%	0-158	0.4%	93%	True	False	792,090
10	133-080	131-230	1-170	1.1%	0-206	0.5%	95%	True	False	945,966
20	133-265	131-230	2-035	1.6%	0-200	0.5%	69%	False	False	927,555
40	133-280	131-030	2-250	2.1%	0-183	0.4%	75%	False	False	479,320
60	134-180	131-030	3-150	2.6%	0-149	0.4%	60%	False	False	319,713
80	134-180	131-030	3-150	2.6%	0-116	0.3%	60%	False	False	239,786
100	134-180	130-230	3-270	2.9%	0-096	0.2%	64%	False	False	191,829

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	0-050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-141
2.618	134-192
1.618	134-027
1.000	133-245
0.618	133-182
HIGH	133-080
0.618	133-017
0.500	132-318
0.382	132-298
LOW	132-235
0.618	132-133
1.000	132-070
1.618	131-288
2.618	131-123
4.250	130-174

Fisher Pivots for day following 25-Sep-2012
Pivot	1 day	3 day
R1	133-036	133-010
PP	133-017	132-285
S1	132-318	132-240

Download as Excel Spreadsheet

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

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