ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 25-Oct-2012

Day Change Summary
	Previous	Current
	24-Oct-2012	25-Oct-2012	Change	Change %	Previous Week
Open	132-130	132-085	-0-045	-0.1%	133-100
High	132-160	132-095	-0-065	-0.2%	133-130
Low	132-050	131-220	-0-150	-0.4%	131-290
Close	132-120	131-290	-0-150	-0.4%	132-125
Range	0-110	0-195	0-085	77.3%	1-160
ATR	0-160	0-165	0-004	2.7%	0-000
Volume	942,403	1,293,522	351,119	37.3%	4,713,329

Daily Pivots for day following 25-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-253	133-147	132-077
R3	133-058	132-272	132-024
R2	132-183	132-183	132-006
R1	132-077	132-077	131-308	132-032
PP	131-308	131-308	131-308	131-286
S1	131-202	131-202	131-272	131-158
S2	131-113	131-113	131-254
S3	130-238	131-007	131-236
S4	130-043	130-132	131-183

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	131-220	0-260	0.6%	0-163	0.4%	27%	False	True	935,447
10	133-170	131-220	1-270	1.4%	0-162	0.4%	12%	False	True	929,667
20	133-270	131-220	2-050	1.6%	0-151	0.4%	10%	False	True	847,721
40	133-270	131-220	2-050	1.6%	0-176	0.4%	10%	False	True	893,066
60	133-280	131-030	2-250	2.1%	0-171	0.4%	29%	False	False	632,289
80	134-180	131-030	3-150	2.6%	0-152	0.4%	23%	False	False	474,427
100	134-180	131-030	3-150	2.6%	0-126	0.3%	23%	False	False	379,543
120	134-180	130-270	3-230	2.8%	0-107	0.3%	29%	False	False	316,286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	134-284
2.618	133-286
1.618	133-091
1.000	132-290
0.618	132-216
HIGH	132-095
0.618	132-021
0.500	131-318
0.382	131-294
LOW	131-220
0.618	131-099
1.000	131-025
1.618	130-224
2.618	130-029
4.250	129-031

Fisher Pivots for day following 25-Oct-2012
Pivot	1 day	3 day
R1	131-318	132-030
PP	131-308	132-010
S1	131-299	131-310

Download as Excel Spreadsheet

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

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