ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	133-020	133-110	0-090	0.2%	133-150
High	133-115	133-125	0-010	0.0%	133-255
Low	132-260	132-265	0-005	0.0%	132-275
Close	133-070	133-085	0-015	0.0%	132-295
Range	0-175	0-180	0-005	2.9%	0-300
ATR	0-160	0-161	0-001	0.9%	0-000
Volume	839,163	1,007,180	168,017	20.0%	3,923,487

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-272	134-198	133-184
R3	134-092	134-018	133-134
R2	133-232	133-232	133-118
R1	133-158	133-158	133-102	133-105
PP	133-052	133-052	133-052	133-025
S1	132-298	132-298	133-068	132-245
S2	132-192	132-192	133-052
S3	132-012	132-118	133-036
S4	131-152	131-258	132-306

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	133-155	132-260	0-215	0.5%	0-162	0.4%	67%	False	False	750,532
10	133-270	132-260	1-010	0.8%	0-140	0.3%	44%	False	False	765,774
20	133-270	131-230	2-040	1.6%	0-159	0.4%	73%	False	False	813,485
40	133-270	131-030	2-240	2.1%	0-173	0.4%	79%	False	False	714,263
60	134-180	131-030	3-150	2.6%	0-167	0.4%	63%	False	False	477,563
80	134-180	131-030	3-150	2.6%	0-134	0.3%	63%	False	False	358,219
100	134-180	131-030	3-150	2.6%	0-112	0.3%	63%	False	False	286,576
120	134-180	129-230	4-270	3.6%	0-094	0.2%	73%	False	False	238,814

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-250
2.618	134-276
1.618	134-096
1.000	133-305
0.618	133-236
HIGH	133-125
0.618	133-056
0.500	133-035
0.382	133-014
LOW	132-265
0.618	132-154
1.000	132-085
1.618	131-294
2.618	131-114
4.250	130-140

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	133-068	133-068
PP	133-052	133-050
S1	133-035	133-032

Download as Excel Spreadsheet

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

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