ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 10-Dec-2012

Day Change Summary
	Previous	Current
	07-Dec-2012	10-Dec-2012	Change	Change %	Previous Week
Open	134-110	134-040	-0-070	-0.2%	134-015
High	134-305	134-100	-0-205	-0.5%	134-305
Low	133-315	134-020	0-025	0.1%	133-245
Close	134-020	134-035	0-015	0.0%	134-020
Range	0-310	0-080	-0-230	-74.2%	1-060
ATR	0-142	0-137	-0-004	-3.1%	0-000
Volume	36,187	18,412	-17,775	-49.1%	289,491

Daily Pivots for day following 10-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-292	134-243	134-079
R3	134-212	134-163	134-057
R2	134-132	134-132	134-050
R1	134-083	134-083	134-042	134-068
PP	134-052	134-052	134-052	134-044
S1	134-003	134-003	134-028	133-308
S2	133-292	133-292	134-020
S3	133-212	133-243	134-013
S4	133-132	133-163	133-311

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-263	137-042	134-229
R3	136-203	135-302	134-124
R2	135-143	135-143	134-090
R1	134-242	134-242	134-055	135-032
PP	134-083	134-083	134-083	134-139
S1	133-182	133-182	133-305	133-292
S2	133-023	133-023	133-270
S3	131-283	132-122	133-236
S4	130-223	131-062	133-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-305	133-280	1-025	0.8%	0-137	0.3%	22%	False	False	40,448
10	134-305	133-130	1-175	1.2%	0-121	0.3%	45%	False	False	467,484
20	134-305	133-090	1-215	1.2%	0-121	0.3%	50%	False	False	615,963
40	134-305	131-220	3-085	2.4%	0-148	0.3%	74%	False	False	773,916
60	134-305	131-220	3-085	2.4%	0-148	0.3%	74%	False	False	777,003
80	134-305	131-030	3-275	2.9%	0-160	0.4%	78%	False	False	752,856
100	134-305	131-030	3-275	2.9%	0-160	0.4%	78%	False	False	603,328
120	134-305	131-030	3-275	2.9%	0-140	0.3%	78%	False	False	502,806

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-120
2.618	134-309
1.618	134-229
1.000	134-180
0.618	134-149
HIGH	134-100
0.618	134-069
0.500	134-060
0.382	134-051
LOW	134-020
0.618	133-291
1.000	133-260
1.618	133-211
2.618	133-131
4.250	133-000

Fisher Pivots for day following 10-Dec-2012
Pivot	1 day	3 day
R1	134-060	134-150
PP	134-052	134-112
S1	134-043	134-073

Download as Excel Spreadsheet

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

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