ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 09-Oct-2012

Day Change Summary
	Previous	Current
	08-Oct-2012	09-Oct-2012	Change	Change %	Previous Week
Open	132-285	133-075	0-110	0.3%	133-150
High	133-090	133-110	0-020	0.0%	133-255
Low	132-285	132-300	0-015	0.0%	132-275
Close	133-085	133-015	-0-070	-0.2%	132-295
Range	0-125	0-130	0-005	4.0%	0-300
ATR	0-161	0-158	-0-002	-1.4%	0-000
Volume	165,798	738,769	572,971	345.6%	3,923,487

Daily Pivots for day following 09-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-105	134-030	133-086
R3	133-295	133-220	133-051
R2	133-165	133-165	133-039
R1	133-090	133-090	133-027	133-062
PP	133-035	133-035	133-035	133-021
S1	132-280	132-280	133-003	132-252
S2	132-225	132-225	132-311
S3	132-095	132-150	132-299
S4	131-285	132-020	132-264

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%	0-138	0.3%	20%	False	False	683,349
10	133-270	132-275	0-315	0.7%	0-130	0.3%	19%	False	False	762,843
20	133-270	131-230	2-040	1.6%	0-168	0.4%	63%	False	False	854,404
40	133-270	131-030	2-240	2.1%	0-173	0.4%	71%	False	False	668,591
60	134-180	131-030	3-150	2.6%	0-162	0.4%	56%	False	False	446,812
80	134-180	131-030	3-150	2.6%	0-131	0.3%	56%	False	False	335,141
100	134-180	131-030	3-150	2.6%	0-109	0.3%	56%	False	False	268,113
120	134-180	129-230	4-270	3.6%	0-091	0.2%	69%	False	False	223,428

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-022
2.618	134-130
1.618	134-000
1.000	133-240
0.618	133-190
HIGH	133-110
0.618	133-060
0.500	133-045
0.382	133-030
LOW	132-300
0.618	132-220
1.000	132-170
1.618	132-090
2.618	131-280
4.250	131-068

Fisher Pivots for day following 09-Oct-2012
Pivot	1 day	3 day
R1	133-045	133-055
PP	133-035	133-042
S1	133-025	133-028

Download as Excel Spreadsheet

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

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