ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 23-Oct-2012

Day Change Summary
	Previous	Current
	22-Oct-2012	23-Oct-2012	Change	Change %	Previous Week
Open	132-120	131-300	-0-140	-0.3%	133-100
High	132-135	132-145	0-010	0.0%	133-130
Low	131-295	131-295	0-000	0.0%	131-290
Close	132-035	132-120	0-085	0.2%	132-125
Range	0-160	0-170	0-010	6.3%	1-160
ATR	0-164	0-164	0-000	0.3%	0-000
Volume	770,503	854,351	83,848	10.9%	4,713,329

Daily Pivots for day following 23-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-270	133-205	132-214
R3	133-100	133-035	132-167
R2	132-250	132-250	132-151
R1	132-185	132-185	132-136	132-218
PP	132-080	132-080	132-080	132-096
S1	132-015	132-015	132-104	132-048
S2	131-230	131-230	132-089
S3	131-060	131-165	132-073
S4	130-210	130-315	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	132-265	131-290	0-295	0.7%	0-180	0.4%	51%	False	False	961,737
10	133-170	131-290	1-200	1.2%	0-168	0.4%	29%	False	False	890,709
20	133-270	131-290	1-300	1.5%	0-149	0.4%	24%	False	False	826,776
40	133-270	131-230	2-040	1.6%	0-174	0.4%	31%	False	False	877,166
60	133-280	131-030	2-250	2.1%	0-172	0.4%	46%	False	False	595,138
80	134-180	131-030	3-150	2.6%	0-149	0.4%	37%	False	False	446,478
100	134-180	131-030	3-150	2.6%	0-123	0.3%	37%	False	False	357,184
120	134-180	130-230	3-270	2.9%	0-105	0.2%	43%	False	False	297,653

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-228
2.618	133-270
1.618	133-100
1.000	132-315
0.618	132-250
HIGH	132-145
0.618	132-080
0.500	132-060
0.382	132-040
LOW	131-295
0.618	131-190
1.000	131-125
1.618	131-020
2.618	130-170
4.250	129-212

Fisher Pivots for day following 23-Oct-2012
Pivot	1 day	3 day
R1	132-100	132-100
PP	132-080	132-080
S1	132-060	132-060

Download as Excel Spreadsheet

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

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