ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 24-Oct-2012

Day Change Summary
	Previous	Current
	23-Oct-2012	24-Oct-2012	Change	Change %	Previous Week
Open	131-300	132-130	0-150	0.4%	133-100
High	132-145	132-160	0-015	0.0%	133-130
Low	131-295	132-050	0-075	0.2%	131-290
Close	132-120	132-120	0-000	0.0%	132-125
Range	0-170	0-110	-0-060	-35.3%	1-160
ATR	0-164	0-160	-0-004	-2.4%	0-000
Volume	854,351	942,403	88,052	10.3%	4,713,329

Daily Pivots for day following 24-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-120	133-070	132-180
R3	133-010	132-280	132-150
R2	132-220	132-220	132-140
R1	132-170	132-170	132-130	132-140
PP	132-110	132-110	132-110	132-095
S1	132-060	132-060	132-110	132-030
S2	132-000	132-000	132-100
S3	131-210	131-270	132-090
S4	131-100	131-160	132-060

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	132-160	131-290	0-190	0.4%	0-149	0.4%	79%	True	False	904,464
10	133-170	131-290	1-200	1.2%	0-161	0.4%	29%	False	False	901,033
20	133-270	131-290	1-300	1.5%	0-146	0.3%	24%	False	False	830,738
40	133-270	131-230	2-040	1.6%	0-174	0.4%	31%	False	False	883,828
60	133-280	131-030	2-250	2.1%	0-171	0.4%	46%	False	False	610,817
80	134-180	131-030	3-150	2.6%	0-150	0.4%	37%	False	False	458,258
100	134-180	131-030	3-150	2.6%	0-124	0.3%	37%	False	False	366,608
120	134-180	130-230	3-270	2.9%	0-106	0.2%	43%	False	False	305,507

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-308
2.618	133-128
1.618	133-018
1.000	132-270
0.618	132-228
HIGH	132-160
0.618	132-118
0.500	132-105
0.382	132-092
LOW	132-050
0.618	131-302
1.000	131-260
1.618	131-192
2.618	131-082
4.250	130-222

Fisher Pivots for day following 24-Oct-2012
Pivot	1 day	3 day
R1	132-115	132-102
PP	132-110	132-085
S1	132-105	132-068

Download as Excel Spreadsheet

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

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