ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 18-Dec-2012

Day Change Summary
	Previous	Current
	17-Dec-2012	18-Dec-2012	Change	Change %	Previous Week
Open	133-070	132-270	-0-120	-0.3%	134-040
High	133-115	133-000	-0-115	-0.3%	134-100
Low	132-280	132-160	-0-120	-0.3%	133-035
Close	132-315	132-185	-0-130	-0.3%	133-125
Range	0-155	0-160	0-005	3.2%	1-065
ATR	0-139	0-140	0-002	1.1%	0-000
Volume	7,132	11,250	4,118	57.7%	78,402

Daily Pivots for day following 18-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-062	133-283	132-273
R3	133-222	133-123	132-229
R2	133-062	133-062	132-214
R1	132-283	132-283	132-200	132-252
PP	132-222	132-222	132-222	132-206
S1	132-123	132-123	132-170	132-092
S2	132-062	132-062	132-156
S3	131-222	131-283	132-141
S4	131-062	131-123	132-097

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	134-005	132-160	1-165	1.1%	0-149	0.4%	5%	False	True	11,997
10	134-305	132-160	2-145	1.9%	0-145	0.3%	3%	False	True	20,116
20	134-305	132-160	2-145	1.9%	0-129	0.3%	3%	False	True	397,091
40	134-305	131-220	3-085	2.5%	0-144	0.3%	27%	False	False	638,780
60	134-305	131-220	3-085	2.5%	0-146	0.3%	27%	False	False	702,150
80	134-305	131-220	3-085	2.5%	0-159	0.4%	27%	False	False	750,982
100	134-305	131-030	3-275	2.9%	0-160	0.4%	38%	False	False	604,065
120	134-305	131-030	3-275	2.9%	0-147	0.3%	38%	False	False	503,459

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	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-040
2.618	134-099
1.618	133-259
1.000	133-160
0.618	133-099
HIGH	133-000
0.618	132-259
0.500	132-240
0.382	132-221
LOW	132-160
0.618	132-061
1.000	132-000
1.618	131-221
2.618	131-061
4.250	130-120

Fisher Pivots for day following 18-Dec-2012
Pivot	1 day	3 day
R1	132-240	132-310
PP	132-222	132-268
S1	132-203	132-227

Download as Excel Spreadsheet

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

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