ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 26-Oct-2012

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	132-085	131-280	-0-125	-0.3%	132-120
High	132-095	132-195	0-100	0.2%	132-195
Low	131-220	131-250	0-030	0.1%	131-220
Close	131-290	132-180	0-210	0.5%	132-180
Range	0-195	0-265	0-070	35.9%	0-295
ATR	0-165	0-172	0-007	4.4%	0-000
Volume	1,293,522	1,121,916	-171,606	-13.3%	4,982,695

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-257	134-163	133-006
R3	133-312	133-218	132-253
R2	133-047	133-047	132-229
R1	132-273	132-273	132-204	133-000
PP	132-102	132-102	132-102	132-125
S1	132-008	132-008	132-156	132-055
S2	131-157	131-157	132-131
S3	130-212	131-063	132-107
S4	129-267	130-118	132-034

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-017	134-233	133-022
R3	134-042	133-258	132-261
R2	133-067	133-067	132-234
R1	132-283	132-283	132-207	133-015
PP	132-092	132-092	132-092	132-118
S1	131-308	131-308	132-153	132-040
S2	131-117	131-117	132-126
S3	130-142	131-013	132-099
S4	129-167	130-038	132-018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-195	131-220	0-295	0.7%	0-180	0.4%	95%	True	False	996,539
10	133-130	131-220	1-230	1.3%	0-175	0.4%	51%	False	False	969,602
20	133-255	131-220	2-035	1.6%	0-156	0.4%	41%	False	False	854,649
40	133-270	131-220	2-050	1.6%	0-178	0.4%	41%	False	False	908,652
60	133-270	131-030	2-240	2.1%	0-171	0.4%	53%	False	False	650,924
80	134-180	131-030	3-150	2.6%	0-154	0.4%	42%	False	False	488,451
100	134-180	131-030	3-150	2.6%	0-129	0.3%	42%	False	False	390,762
120	134-180	130-270	3-230	2.8%	0-109	0.3%	46%	False	False	325,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	136-041
2.618	134-249
1.618	133-304
1.000	133-140
0.618	133-039
HIGH	132-195
0.618	132-094
0.500	132-062
0.382	132-031
LOW	131-250
0.618	131-086
1.000	130-305
1.618	130-141
2.618	129-196
4.250	128-084

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	132-141	132-136
PP	132-102	132-092
S1	132-062	132-048

Download as Excel Spreadsheet

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

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