ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 10-Oct-2012

Day Change Summary
	Previous	Current
	09-Oct-2012	10-Oct-2012	Change	Change %	Previous Week
Open	133-075	133-020	-0-055	-0.1%	133-150
High	133-110	133-115	0-005	0.0%	133-255
Low	132-300	132-260	-0-040	-0.1%	132-275
Close	133-015	133-070	0-055	0.1%	132-295
Range	0-130	0-175	0-045	34.6%	0-300
ATR	0-158	0-160	0-001	0.8%	0-000
Volume	738,769	839,163	100,394	13.6%	3,923,487

Daily Pivots for day following 10-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-247	134-173	133-166
R3	134-072	133-318	133-118
R2	133-217	133-217	133-102
R1	133-143	133-143	133-086	133-180
PP	133-042	133-042	133-042	133-060
S1	132-288	132-288	133-054	133-005
S2	132-187	132-187	133-038
S3	132-012	132-113	133-022
S4	131-157	131-258	132-294

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	133-245	132-260	0-305	0.7%	0-155	0.4%	43%	False	True	697,175
10	133-270	132-260	1-010	0.8%	0-131	0.3%	39%	False	True	760,442
20	133-270	131-230	2-040	1.6%	0-168	0.4%	71%	False	False	849,193
40	133-270	131-030	2-240	2.1%	0-173	0.4%	77%	False	False	689,476
60	134-180	131-030	3-150	2.6%	0-164	0.4%	61%	False	False	460,784
80	134-180	131-030	3-150	2.6%	0-134	0.3%	61%	False	False	345,630
100	134-180	131-030	3-150	2.6%	0-111	0.3%	61%	False	False	276,505
120	134-180	129-230	4-270	3.6%	0-092	0.2%	72%	False	False	230,421

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

Fibonacci Retracements and Extensions
4.250	135-219
2.618	134-253
1.618	134-078
1.000	133-290
0.618	133-223
HIGH	133-115
0.618	133-048
0.500	133-028
0.382	133-007
LOW	132-260
0.618	132-152
1.000	132-085
1.618	131-297
2.618	131-122
4.250	130-156

Fisher Pivots for day following 10-Oct-2012
Pivot	1 day	3 day
R1	133-056	133-056
PP	133-042	133-042
S1	133-028	133-028

Download as Excel Spreadsheet

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

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