ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 05-Oct-2012

Day Change Summary
	Previous	Current
	04-Oct-2012	05-Oct-2012	Change	Change %	Previous Week
Open	133-240	133-120	-0-120	-0.3%	133-150
High	133-245	133-155	-0-090	-0.2%	133-255
Low	133-100	132-275	-0-145	-0.3%	132-275
Close	133-135	132-295	-0-160	-0.4%	132-295
Range	0-145	0-200	0-055	37.9%	0-300
ATR	0-160	0-163	0-003	1.8%	0-000
Volume	740,394	1,001,753	261,359	35.3%	3,923,487

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-308	134-182	133-085
R3	134-108	133-302	133-030
R2	133-228	133-228	133-012
R1	133-102	133-102	132-313	133-065
PP	133-028	133-028	133-028	133-010
S1	132-222	132-222	132-277	132-185
S2	132-148	132-148	132-258
S3	131-268	132-022	132-240
S4	131-068	131-142	132-185

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-002	135-128	133-140
R3	135-022	134-148	133-058
R2	134-042	134-042	133-030
R1	133-168	133-168	133-002	133-115
PP	133-062	133-062	133-062	133-035
S1	132-188	132-188	132-268	132-135
S2	132-082	132-082	132-240
S3	131-102	131-208	132-212
S4	130-122	130-228	132-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-255	132-275	0-300	0.7%	0-126	0.3%	7%	False	True	784,697
10	133-270	132-205	1-065	0.9%	0-134	0.3%	23%	False	False	815,165
20	133-270	131-230	2-040	1.6%	0-170	0.4%	57%	False	False	876,160
40	133-270	131-030	2-240	2.1%	0-172	0.4%	66%	False	False	646,456
60	134-180	131-030	3-150	2.6%	0-160	0.4%	53%	False	False	431,738
80	134-180	131-030	3-150	2.6%	0-130	0.3%	53%	False	False	323,834
100	134-180	131-030	3-150	2.6%	0-106	0.2%	53%	False	False	259,067

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	136-045
2.618	135-039
1.618	134-159
1.000	134-035
0.618	133-279
HIGH	133-155
0.618	133-079
0.500	133-055
0.382	133-031
LOW	132-275
0.618	132-151
1.000	132-075
1.618	131-271
2.618	131-071
4.250	130-065

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	133-055	133-105
PP	133-028	133-062
S1	133-002	133-018

Download as Excel Spreadsheet

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

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