ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	133-200	133-080	-0-120	-0.3%	134-040
High	133-230	133-140	-0-090	-0.2%	134-100
Low	133-035	133-055	0-020	0.0%	133-035
Close	133-095	133-125	0-030	0.1%	133-125
Range	0-195	0-085	-0-110	-56.4%	1-065
ATR	0-140	0-137	-0-004	-2.8%	0-000
Volume	12,019	11,401	-618	-5.1%	78,402

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-042	134-008	133-172
R3	133-277	133-243	133-148
R2	133-192	133-192	133-141
R1	133-158	133-158	133-133	133-175
PP	133-107	133-107	133-107	133-115
S1	133-073	133-073	133-117	133-090
S2	133-022	133-022	133-109
S3	132-257	132-308	133-102
S4	132-172	132-223	133-078

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-068	136-162	134-017
R3	136-003	135-097	133-231
R2	134-258	134-258	133-196
R1	134-032	134-032	133-160	133-272
PP	133-193	133-193	133-193	133-154
S1	132-287	132-287	133-090	132-208
S2	132-128	132-128	133-054
S3	131-063	131-222	133-019
S4	129-318	130-157	132-233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-100	133-035	1-065	0.9%	0-124	0.3%	23%	False	False	15,680
10	134-305	133-035	1-270	1.4%	0-134	0.3%	15%	False	False	36,789
20	134-305	133-035	1-270	1.4%	0-126	0.3%	15%	False	False	472,888
40	134-305	131-220	3-085	2.4%	0-145	0.3%	52%	False	False	677,994
60	134-305	131-220	3-085	2.4%	0-145	0.3%	52%	False	False	723,037
80	134-305	131-220	3-085	2.4%	0-159	0.4%	52%	False	False	752,543
100	134-305	131-030	3-275	2.9%	0-162	0.4%	60%	False	False	603,895
120	134-305	131-030	3-275	2.9%	0-145	0.3%	60%	False	False	503,306

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-181
2.618	134-043
1.618	133-278
1.000	133-225
0.618	133-193
HIGH	133-140
0.618	133-108
0.500	133-098
0.382	133-087
LOW	133-055
0.618	133-002
1.000	132-290
1.618	132-237
2.618	132-152
4.250	132-014

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	133-116	133-180
PP	133-107	133-162
S1	133-098	133-143

Download as Excel Spreadsheet

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

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