ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	132-110	132-210	0-100	0.2%	132-240
High	132-110	132-220	0-110	0.3%	133-070
Low	132-110	132-210	0-100	0.2%	132-110
Close	132-110	132-220	0-110	0.3%	132-110
Range	0-000	0-010	0-010		0-280
ATR	0-094	0-096	0-001	1.2%	0-000
Volume	25	25	0	0.0%	125

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-247	132-243	132-226
R3	132-237	132-233	132-223
R2	132-227	132-227	132-222
R1	132-223	132-223	132-221	132-225
PP	132-217	132-217	132-217	132-218
S1	132-213	132-213	132-219	132-215
S2	132-207	132-207	132-218
S3	132-197	132-203	132-217
S4	132-187	132-193	132-214

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-083	134-217	132-264
R3	134-123	133-257	132-187
R2	133-163	133-163	132-161
R1	132-297	132-297	132-136	132-250
PP	132-203	132-203	132-203	132-180
S1	132-017	132-017	132-084	131-290
S2	131-243	131-243	132-059
S3	130-283	131-057	132-033
S4	130-003	130-097	131-276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-070	132-110	0-280	0.7%	0-034	0.1%	39%	False	False	15
10	133-070	132-110	0-280	0.7%	0-046	0.1%	39%	False	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	0-006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-262
2.618	132-246
1.618	132-236
1.000	132-230
0.618	132-226
HIGH	132-220
0.618	132-216
0.500	132-215
0.382	132-214
LOW	132-210
0.618	132-204
1.000	132-200
1.618	132-194
2.618	132-184
4.250	132-168

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	132-218	132-218
PP	132-217	132-217
S1	132-215	132-215

Download as Excel Spreadsheet

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

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