ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	133-100	133-100	0-000	0.0%	132-285
High	133-130	133-110	-0-020	0.0%	133-170
Low	133-025	132-255	-0-090	-0.2%	132-260
Close	133-100	132-280	-0-140	-0.3%	133-100
Range	0-105	0-175	0-070	66.7%	0-230
ATR	0-156	0-157	0-001	0.9%	0-000
Volume	622,721	906,777	284,056	45.6%	3,473,480

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-207	134-098	133-056
R3	134-032	133-243	133-008
R2	133-177	133-177	132-312
R1	133-068	133-068	132-296	133-035
PP	133-002	133-002	133-002	132-305
S1	132-213	132-213	132-264	132-180
S2	132-147	132-147	132-248
S3	131-292	132-038	132-232
S4	131-117	131-183	132-184

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-120	135-020	133-226
R3	134-210	134-110	133-163
R2	133-300	133-300	133-142
R1	133-200	133-200	133-121	133-250
PP	133-070	133-070	133-070	133-095
S1	132-290	132-290	133-079	133-020
S2	132-160	132-160	133-058
S3	131-250	132-060	133-037
S4	131-020	131-150	132-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-170	132-255	0-235	0.6%	0-155	0.4%	11%	False	True	819,682
10	133-255	132-255	1-000	0.8%	0-146	0.3%	8%	False	True	751,515
20	133-270	132-020	1-250	1.3%	0-144	0.3%	46%	False	False	784,364
40	133-270	131-030	2-240	2.1%	0-173	0.4%	65%	False	False	769,268
60	134-180	131-030	3-150	2.6%	0-171	0.4%	51%	False	False	515,086
80	134-180	131-030	3-150	2.6%	0-140	0.3%	51%	False	False	386,370
100	134-180	131-030	3-150	2.6%	0-114	0.3%	51%	False	False	309,097
120	134-180	130-000	4-180	3.4%	0-097	0.2%	63%	False	False	257,581

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	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-214
2.618	134-248
1.618	134-073
1.000	133-285
0.618	133-218
HIGH	133-110
0.618	133-043
0.500	133-022
0.382	133-002
LOW	132-255
0.618	132-147
1.000	132-080
1.618	131-292
2.618	131-117
4.250	130-151

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	133-022	133-052
PP	133-002	133-022
S1	132-301	132-311

Download as Excel Spreadsheet

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

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