ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 13-Dec-2012

Day Change Summary
	Previous	Current
	12-Dec-2012	13-Dec-2012	Change	Change %	Previous Week
Open	133-290	133-200	-0-090	-0.2%	134-015
High	134-005	133-230	-0-095	-0.2%	134-305
Low	133-175	133-035	-0-140	-0.3%	133-245
Close	133-195	133-095	-0-100	-0.2%	134-020
Range	0-150	0-195	0-045	30.0%	1-060
ATR	0-136	0-140	0-004	3.1%	0-000
Volume	18,186	12,019	-6,167	-33.9%	289,491

Daily Pivots for day following 13-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-065	134-275	133-202
R3	134-190	134-080	133-149
R2	133-315	133-315	133-131
R1	133-205	133-205	133-113	133-162
PP	133-120	133-120	133-120	133-099
S1	133-010	133-010	133-077	132-288
S2	132-245	132-245	133-059
S3	132-050	132-135	133-041
S4	131-175	131-260	132-308

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	133-035	1-270	1.4%	0-169	0.4%	10%	False	True	20,637
10	134-305	133-035	1-270	1.4%	0-134	0.3%	10%	False	True	60,504
20	134-305	133-035	1-270	1.4%	0-127	0.3%	10%	False	True	518,127
40	134-305	131-220	3-085	2.4%	0-146	0.3%	49%	False	False	706,174
60	134-305	131-220	3-085	2.4%	0-147	0.3%	49%	False	False	738,238
80	134-305	131-190	3-115	2.5%	0-161	0.4%	51%	False	False	752,908
100	134-305	131-030	3-275	2.9%	0-162	0.4%	57%	False	False	603,797
120	134-305	131-030	3-275	2.9%	0-144	0.3%	57%	False	False	503,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-099
2.618	135-101
1.618	134-226
1.000	134-105
0.618	134-031
HIGH	133-230
0.618	133-156
0.500	133-132
0.382	133-109
LOW	133-035
0.618	132-234
1.000	132-160
1.618	132-039
2.618	131-164
4.250	130-166

Fisher Pivots for day following 13-Dec-2012
Pivot	1 day	3 day
R1	133-132	133-205
PP	133-120	133-168
S1	133-108	133-132

Download as Excel Spreadsheet

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

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