ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 04-Oct-2012

Day Change Summary
	Previous	Current
	03-Oct-2012	04-Oct-2012	Change	Change %	Previous Week
Open	133-190	133-240	0-050	0.1%	132-225
High	133-255	133-245	-0-010	0.0%	133-270
Low	133-165	133-100	-0-065	-0.2%	132-205
Close	133-235	133-135	-0-100	-0.2%	133-155
Range	0-090	0-145	0-055	61.1%	1-065
ATR	0-162	0-160	-0-001	-0.7%	0-000
Volume	770,031	740,394	-29,637	-3.8%	4,228,165

Daily Pivots for day following 04-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-275	134-190	133-215
R3	134-130	134-045	133-175
R2	133-305	133-305	133-162
R1	133-220	133-220	133-148	133-190
PP	133-160	133-160	133-160	133-145
S1	133-075	133-075	133-122	133-045
S2	133-015	133-015	133-108
S3	132-190	132-250	133-095
S4	132-045	132-105	133-055

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	133-100	0-170	0.4%	0-117	0.3%	21%	False	True	781,016
10	133-270	132-080	1-190	1.2%	0-131	0.3%	74%	False	False	789,036
20	133-270	131-230	2-040	1.6%	0-180	0.4%	80%	False	False	901,202
40	133-270	131-030	2-240	2.1%	0-170	0.4%	85%	False	False	621,542
60	134-180	131-030	3-150	2.6%	0-157	0.4%	67%	False	False	415,047
80	134-180	131-030	3-150	2.6%	0-127	0.3%	67%	False	False	311,312
100	134-180	131-030	3-150	2.6%	0-104	0.2%	67%	False	False	249,050

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-221
2.618	134-305
1.618	134-160
1.000	134-070
0.618	134-015
HIGH	133-245
0.618	133-190
0.500	133-172
0.382	133-155
LOW	133-100
0.618	133-010
1.000	132-275
1.618	132-185
2.618	132-040
4.250	131-124

Fisher Pivots for day following 04-Oct-2012
Pivot	1 day	3 day
R1	133-172	133-178
PP	133-160	133-163
S1	133-148	133-149

Download as Excel Spreadsheet

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

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