ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 17-Dec-2012

Day Change Summary
	Previous	Current
	14-Dec-2012	17-Dec-2012	Change	Change %	Previous Week
Open	133-080	133-070	-0-010	0.0%	134-040
High	133-140	133-115	-0-025	-0.1%	134-100
Low	133-055	132-280	-0-095	-0.2%	133-035
Close	133-125	132-315	-0-130	-0.3%	133-125
Range	0-085	0-155	0-070	82.4%	1-065
ATR	0-137	0-139	0-002	1.5%	0-000
Volume	11,401	7,132	-4,269	-37.4%	78,402

Daily Pivots for day following 17-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-168	134-077	133-080
R3	134-013	133-242	133-038
R2	133-178	133-178	133-023
R1	133-087	133-087	133-009	133-055
PP	133-023	133-023	133-023	133-008
S1	132-252	132-252	132-301	132-220
S2	132-188	132-188	132-287
S3	132-033	132-097	132-272
S4	131-198	131-262	132-230

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	134-055	132-280	1-095	1.0%	0-139	0.3%	8%	False	True	13,424
10	134-305	132-280	2-025	1.6%	0-138	0.3%	5%	False	True	26,936
20	134-305	132-280	2-025	1.6%	0-127	0.3%	5%	False	True	425,825
40	134-305	131-220	3-085	2.5%	0-144	0.3%	40%	False	False	657,761
60	134-305	131-220	3-085	2.5%	0-145	0.3%	40%	False	False	710,815
80	134-305	131-220	3-085	2.5%	0-159	0.4%	40%	False	False	752,069
100	134-305	131-030	3-275	2.9%	0-162	0.4%	49%	False	False	603,961
120	134-305	131-030	3-275	2.9%	0-146	0.3%	49%	False	False	503,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-134
2.618	134-201
1.618	134-046
1.000	133-270
0.618	133-211
HIGH	133-115
0.618	133-056
0.500	133-038
0.382	133-019
LOW	132-280
0.618	132-184
1.000	132-125
1.618	132-029
2.618	131-194
4.250	130-261

Fisher Pivots for day following 17-Dec-2012
Pivot	1 day	3 day
R1	133-038	133-095
PP	133-023	133-062
S1	133-009	133-028

Download as Excel Spreadsheet

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

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