ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 02-Oct-2012

Day Change Summary
	Previous	Current
	01-Oct-2012	02-Oct-2012	Change	Change %	Previous Week
Open	133-150	133-180	0-030	0.1%	132-225
High	133-215	133-220	0-005	0.0%	133-270
Low	133-115	133-125	0-010	0.0%	132-205
Close	133-185	133-205	0-020	0.0%	133-155
Range	0-100	0-095	-0-005	-5.0%	1-065
ATR	0-173	0-167	-0-006	-3.2%	0-000
Volume	765,522	645,787	-119,735	-15.6%	4,228,165

Daily Pivots for day following 02-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-148	134-112	133-257
R3	134-053	134-017	133-231
R2	133-278	133-278	133-222
R1	133-242	133-242	133-214	133-260
PP	133-183	133-183	133-183	133-192
S1	133-147	133-147	133-196	133-165
S2	133-088	133-088	133-188
S3	132-313	133-052	133-179
S4	132-218	132-277	133-153

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	133-045	0-225	0.5%	0-123	0.3%	71%	False	False	842,337
10	133-270	132-020	1-250	1.3%	0-140	0.3%	89%	False	False	817,213
20	133-270	131-230	2-040	1.6%	0-187	0.4%	90%	False	False	924,598
40	133-270	131-030	2-240	2.1%	0-173	0.4%	93%	False	False	584,153
60	134-180	131-030	3-150	2.6%	0-156	0.4%	73%	False	False	389,899
80	134-180	131-030	3-150	2.6%	0-124	0.3%	73%	False	False	292,432
100	134-180	131-030	3-150	2.6%	0-102	0.2%	73%	False	False	233,946

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-304
2.618	134-149
1.618	134-054
1.000	133-315
0.618	133-279
HIGH	133-220
0.618	133-184
0.500	133-172
0.382	133-161
LOW	133-125
0.618	133-066
1.000	133-030
1.618	132-291
2.618	132-196
4.250	132-041

Fisher Pivots for day following 02-Oct-2012
Pivot	1 day	3 day
R1	133-194	133-201
PP	133-183	133-197
S1	133-172	133-192

Download as Excel Spreadsheet

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

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