ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 19-Oct-2012

Day Change Summary
	Previous	Current
	18-Oct-2012	19-Oct-2012	Change	Change %	Previous Week
Open	132-005	131-290	-0-035	-0.1%	133-100
High	132-095	132-150	0-055	0.1%	133-130
Low	131-290	131-290	0-000	0.0%	131-290
Close	131-315	132-125	0-130	0.3%	132-125
Range	0-125	0-180	0-055	44.0%	1-160
ATR	0-163	0-164	0-001	0.8%	0-000
Volume	1,138,606	816,459	-322,147	-28.3%	4,713,329

Daily Pivots for day following 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-302	133-233	132-224
R3	133-122	133-053	132-174
R2	132-262	132-262	132-158
R1	132-193	132-193	132-142	132-228
PP	132-082	132-082	132-082	132-099
S1	132-013	132-013	132-108	132-048
S2	131-222	131-222	132-092
S3	131-042	131-153	132-076
S4	130-182	130-293	132-026

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-022	136-073	133-069
R3	135-182	134-233	132-257
R2	134-022	134-022	132-213
R1	133-073	133-073	132-169	132-288
PP	132-182	132-182	132-182	132-129
S1	131-233	131-233	132-081	131-128
S2	131-022	131-022	132-037
S3	129-182	130-073	131-313
S4	128-022	128-233	131-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-130	131-290	1-160	1.1%	0-170	0.4%	32%	False	True	942,665
10	133-170	131-290	1-200	1.2%	0-160	0.4%	30%	False	True	818,680
20	133-270	131-290	1-300	1.5%	0-147	0.3%	25%	False	True	816,923
40	133-270	131-230	2-040	1.6%	0-173	0.4%	32%	False	False	846,376
60	134-010	131-030	2-300	2.2%	0-174	0.4%	44%	False	False	568,094
80	134-180	131-030	3-150	2.6%	0-147	0.3%	37%	False	False	426,168
100	134-180	131-030	3-150	2.6%	0-120	0.3%	37%	False	False	340,935
120	134-180	130-070	4-110	3.3%	0-102	0.2%	50%	False	False	284,113

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-275
2.618	133-301
1.618	133-121
1.000	133-010
0.618	132-261
HIGH	132-150
0.618	132-081
0.500	132-060
0.382	132-039
LOW	131-290
0.618	131-179
1.000	131-110
1.618	130-319
2.618	130-139
4.250	129-165

Fisher Pivots for day following 19-Oct-2012
Pivot	1 day	3 day
R1	132-103	132-122
PP	132-082	132-120
S1	132-060	132-118

Download as Excel Spreadsheet

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

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