ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	132-120	132-160	0-040	0.1%	132-240
High	132-230	132-230	0-000	0.0%	133-070
Low	132-060	132-090	0-030	0.1%	132-110
Close	132-210	132-220	0-010	0.0%	132-110
Range	0-170	0-140	-0-030	-17.6%	0-280
ATR	0-099	0-102	0-003	2.9%	0-000
Volume	12	158	146	1,216.7%	125

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-280	133-230	132-297
R3	133-140	133-090	132-258
R2	133-000	133-000	132-246
R1	132-270	132-270	132-233	132-295
PP	132-180	132-180	132-180	132-192
S1	132-130	132-130	132-207	132-155
S2	132-040	132-040	132-194
S3	131-220	131-310	132-182
S4	131-080	131-170	132-143

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	132-230	132-060	0-170	0.4%	0-074	0.2%	94%	True	False	44
10	133-070	132-060	1-010	0.8%	0-067	0.2%	48%	False	False	32

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-185
2.618	133-277
1.618	133-137
1.000	133-050
0.618	132-317
HIGH	132-230
0.618	132-177
0.500	132-160
0.382	132-143
LOW	132-090
0.618	132-003
1.000	131-270
1.618	131-183
2.618	131-043
4.250	130-135

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	132-200	132-195
PP	132-180	132-170
S1	132-160	132-145

Download as Excel Spreadsheet

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

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