ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 18-Oct-2012

Day Change Summary
	Previous	Current
	17-Oct-2012	18-Oct-2012	Change	Change %	Previous Week
Open	132-250	132-005	-0-245	-0.6%	132-285
High	132-265	132-095	-0-170	-0.4%	133-170
Low	132-000	131-290	-0-030	-0.1%	132-260
Close	132-025	131-315	-0-030	-0.1%	133-100
Range	0-265	0-125	-0-140	-52.8%	0-230
ATR	0-166	0-163	-0-003	-1.8%	0-000
Volume	1,228,766	1,138,606	-90,160	-7.3%	3,473,480

Daily Pivots for day following 18-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-075	133-000	132-064
R3	132-270	132-195	132-029
R2	132-145	132-145	132-018
R1	132-070	132-070	132-006	132-045
PP	132-020	132-020	132-020	132-008
S1	131-265	131-265	131-304	131-240
S2	131-215	131-215	131-292
S3	131-090	131-140	131-281
S4	130-285	131-015	131-246

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	131-290	1-200	1.2%	0-162	0.4%	5%	False	True	923,888
10	133-170	131-290	1-200	1.2%	0-162	0.4%	5%	False	True	837,210
20	133-270	131-290	1-300	1.5%	0-146	0.3%	4%	False	True	813,123
40	133-270	131-230	2-040	1.6%	0-172	0.4%	13%	False	False	827,092
60	134-110	131-030	3-080	2.5%	0-173	0.4%	27%	False	False	554,495
80	134-180	131-030	3-150	2.6%	0-144	0.3%	26%	False	False	415,962
100	134-180	131-030	3-150	2.6%	0-118	0.3%	26%	False	False	332,771
120	134-180	130-000	4-180	3.5%	0-100	0.2%	43%	False	False	277,309

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-306
2.618	133-102
1.618	132-297
1.000	132-220
0.618	132-172
HIGH	132-095
0.618	132-047
0.500	132-032
0.382	132-018
LOW	131-290
0.618	131-213
1.000	131-165
1.618	131-088
2.618	130-283
4.250	130-079

Fisher Pivots for day following 18-Oct-2012
Pivot	1 day	3 day
R1	132-032	132-200
PP	132-020	132-132
S1	132-008	132-063

Download as Excel Spreadsheet

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

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