ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	133-100	132-250	-0-170	-0.4%	132-285
High	133-110	132-265	-0-165	-0.4%	133-170
Low	132-255	132-000	-0-255	-0.6%	132-260
Close	132-280	132-025	-0-255	-0.6%	133-100
Range	0-175	0-265	0-090	51.4%	0-230
ATR	0-157	0-166	0-009	5.6%	0-000
Volume	906,777	1,228,766	321,989	35.5%	3,473,480

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-252	134-083	132-171
R3	133-307	133-138	132-098
R2	133-042	133-042	132-074
R1	132-193	132-193	132-049	132-145
PP	132-097	132-097	132-097	132-072
S1	131-248	131-248	132-001	131-200
S2	131-152	131-152	131-296
S3	130-207	130-303	131-272
S4	129-262	130-038	131-199

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	132-000	1-170	1.2%	0-173	0.4%	5%	False	True	897,602
10	133-245	132-000	1-245	1.3%	0-164	0.4%	4%	False	True	797,389
20	133-270	132-000	1-270	1.4%	0-149	0.4%	4%	False	True	802,365
40	133-270	131-190	2-080	1.7%	0-176	0.4%	22%	False	False	799,642
60	134-180	131-030	3-150	2.6%	0-173	0.4%	28%	False	False	535,545
80	134-180	131-030	3-150	2.6%	0-143	0.3%	28%	False	False	401,730
100	134-180	131-030	3-150	2.6%	0-117	0.3%	28%	False	False	321,385
120	134-180	130-000	4-180	3.5%	0-099	0.2%	46%	False	False	267,821

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	136-111
2.618	134-319
1.618	134-054
1.000	133-210
0.618	133-109
HIGH	132-265
0.618	132-164
0.500	132-132
0.382	132-101
LOW	132-000
0.618	131-156
1.000	131-055
1.618	130-211
2.618	129-266
4.250	128-154

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	132-132	132-225
PP	132-097	132-158
S1	132-061	132-092

Download as Excel Spreadsheet

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

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