ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	131-290	132-120	0-150	0.4%	133-100
High	132-150	132-135	-0-015	0.0%	133-130
Low	131-290	131-295	0-005	0.0%	131-290
Close	132-125	132-035	-0-090	-0.2%	132-125
Range	0-180	0-160	-0-020	-11.1%	1-160
ATR	0-164	0-164	0-000	-0.2%	0-000
Volume	816,459	770,503	-45,956	-5.6%	4,713,329

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-208	133-122	132-123
R3	133-048	132-282	132-079
R2	132-208	132-208	132-064
R1	132-122	132-122	132-050	132-085
PP	132-048	132-048	132-048	132-030
S1	131-282	131-282	132-020	131-245
S2	131-208	131-208	132-006
S3	131-048	131-122	131-311
S4	130-208	130-282	131-267

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	133-110	131-290	1-140	1.1%	0-181	0.4%	14%	False	False	972,222
10	133-170	131-290	1-200	1.2%	0-164	0.4%	13%	False	False	879,151
20	133-270	131-290	1-300	1.5%	0-149	0.4%	10%	False	False	828,889
40	133-270	131-230	2-040	1.6%	0-173	0.4%	18%	False	False	863,185
60	133-280	131-030	2-250	2.1%	0-171	0.4%	37%	False	False	580,921
80	134-180	131-030	3-150	2.6%	0-149	0.4%	29%	False	False	435,799
100	134-180	131-030	3-150	2.6%	0-121	0.3%	29%	False	False	348,640
120	134-180	130-080	4-100	3.3%	0-103	0.2%	43%	False	False	290,534

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-175
2.618	133-234
1.618	133-074
1.000	132-295
0.618	132-234
HIGH	132-135
0.618	132-074
0.500	132-055
0.382	132-036
LOW	131-295
0.618	131-196
1.000	131-135
1.618	131-036
2.618	130-196
4.250	129-255

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	132-055	132-060
PP	132-048	132-052
S1	132-042	132-043

Download as Excel Spreadsheet

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

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