ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	133-200	133-135	-0-065	-0.2%	132-225
High	133-200	133-270	0-070	0.2%	133-270
Low	133-105	133-115	0-010	0.0%	132-205
Close	133-160	133-155	-0-005	0.0%	133-155
Range	0-095	0-155	0-060	63.2%	1-065
ATR	0-180	0-178	-0-002	-1.0%	0-000
Volume	953,865	983,347	29,482	3.1%	4,228,165

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-005	134-235	133-240
R3	134-170	134-080	133-198
R2	134-015	134-015	133-183
R1	133-245	133-245	133-169	133-290
PP	133-180	133-180	133-180	133-202
S1	133-090	133-090	133-141	133-135
S2	133-025	133-025	133-127
S3	132-190	132-255	133-112
S4	132-035	132-100	133-070

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-298	136-132	134-047
R3	135-233	135-067	133-261
R2	134-168	134-168	133-226
R1	134-002	134-002	133-190	134-085
PP	133-103	133-103	133-103	133-145
S1	132-257	132-257	133-120	133-020
S2	132-038	132-038	133-084
S3	130-293	131-192	133-049
S4	129-228	130-127	132-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-270	132-205	1-065	0.9%	0-143	0.3%	70%	True	False	845,633
10	133-270	131-235	2-035	1.6%	0-154	0.4%	83%	True	False	826,657
20	133-270	131-230	2-040	1.6%	0-200	0.5%	83%	True	False	962,655
40	133-270	131-030	2-240	2.1%	0-178	0.4%	87%	True	False	549,062
60	134-180	131-030	3-150	2.6%	0-154	0.4%	69%	False	False	366,385
80	134-180	131-030	3-150	2.6%	0-122	0.3%	69%	False	False	274,790
100	134-180	130-270	3-230	2.8%	0-100	0.2%	71%	False	False	219,833

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-289
2.618	135-036
1.618	134-201
1.000	134-105
0.618	134-046
HIGH	133-270
0.618	133-211
0.500	133-192
0.382	133-174
LOW	133-115
0.618	133-019
1.000	132-280
1.618	132-184
2.618	132-029
4.250	131-096

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	133-192	133-158
PP	133-180	133-157
S1	133-168	133-156

Download as Excel Spreadsheet

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

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