ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	132-260	132-240	-0-020	0.0%	132-100
High	132-290	133-000	0-030	0.1%	133-000
Low	132-230	132-240	0-010	0.0%	132-100
Close	132-290	133-000	0-030	0.1%	132-290
Range	0-060	0-080	0-020	33.3%	0-220
ATR
Volume	2	73	71	3,550.0%	212

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-213	133-187	133-044
R3	133-133	133-107	133-022
R2	133-053	133-053	133-015
R1	133-027	133-027	133-007	133-040
PP	132-293	132-293	132-293	132-300
S1	132-267	132-267	132-313	132-280
S2	132-213	132-213	132-305
S3	132-133	132-187	132-298
S4	132-053	132-107	132-276

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-257	134-173	133-091
R3	134-037	133-273	133-030
R2	133-137	133-137	133-010
R1	133-053	133-053	132-310	133-095
PP	132-237	132-237	132-237	132-258
S1	132-153	132-153	132-270	132-195
S2	132-017	132-017	132-250
S3	131-117	131-253	132-230
S4	130-217	131-033	132-169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-000	132-190	0-130	0.3%	0-058	0.1%	100%	True	False	55
10	133-000	131-120	1-200	1.2%	0-034	0.1%	100%	True	False	35

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	0-003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-020
2.618	133-209
1.618	133-129
1.000	133-080
0.618	133-049
HIGH	133-000
0.618	132-289
0.500	132-280
0.382	132-271
LOW	132-240
0.618	132-191
1.000	132-160
1.618	132-111
2.618	132-031
4.250	131-220

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	132-307	132-305
PP	132-293	132-290
S1	132-280	132-275

Download as Excel Spreadsheet

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

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