ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	133-120	132-285	-0-155	-0.4%	133-150
High	133-155	133-090	-0-065	-0.2%	133-255
Low	132-275	132-285	0-010	0.0%	132-275
Close	132-295	133-085	0-110	0.3%	132-295
Range	0-200	0-125	-0-075	-37.5%	0-300
ATR	0-163	0-161	-0-003	-1.7%	0-000
Volume	1,001,753	165,798	-835,955	-83.4%	3,923,487

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-102	134-058	133-154
R3	133-297	133-253	133-119
R2	133-172	133-172	133-108
R1	133-128	133-128	133-096	133-150
PP	133-047	133-047	133-047	133-058
S1	133-003	133-003	133-074	133-025
S2	132-242	132-242	133-062
S3	132-117	132-198	133-051
S4	131-312	132-073	133-016

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%	0-131	0.3%	43%	False	False	664,752
10	133-270	132-235	1-035	0.8%	0-134	0.3%	48%	False	False	778,627
20	133-270	131-230	2-040	1.6%	0-169	0.4%	73%	False	False	849,303
40	133-270	131-030	2-240	2.1%	0-172	0.4%	79%	False	False	650,295
60	134-180	131-030	3-150	2.6%	0-162	0.4%	63%	False	False	434,501
80	134-180	131-030	3-150	2.6%	0-131	0.3%	63%	False	False	325,906
100	134-180	131-030	3-150	2.6%	0-108	0.3%	63%	False	False	260,725

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-301
2.618	134-097
1.618	133-292
1.000	133-215
0.618	133-167
HIGH	133-090
0.618	133-042
0.500	133-028
0.382	133-013
LOW	132-285
0.618	132-208
1.000	132-160
1.618	132-083
2.618	131-278
4.250	131-074

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	133-066	133-100
PP	133-047	133-095
S1	133-028	133-090

Download as Excel Spreadsheet

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

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