ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 16-Oct-2012

Day Change Summary
	Previous	Current
	15-Oct-2012	16-Oct-2012	Change	Change %	Previous Week
Open	132-260	132-110	-0-150	-0.4%	132-210
High	132-270	132-120	-0-150	-0.4%	132-280
Low	132-210	132-090	-0-120	-0.3%	132-060
Close	132-240	132-100	-0-140	-0.3%	132-240
Range	0-060	0-030	-0-030	-50.0%	0-220
ATR	0-099	0-103	0-004	3.7%	0-000
Volume	283	30	-253	-89.4%	272

Daily Pivots for day following 16-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-193	132-177	132-116
R3	132-163	132-147	132-108
R2	132-133	132-133	132-106
R1	132-117	132-117	132-103	132-110
PP	132-103	132-103	132-103	132-100
S1	132-087	132-087	132-097	132-080
S2	132-073	132-073	132-094
S3	132-043	132-057	132-092
S4	132-013	132-027	132-084

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-213	134-127	133-041
R3	133-313	133-227	132-300
R2	133-093	133-093	132-280
R1	133-007	133-007	132-260	133-050
PP	132-193	132-193	132-193	132-215
S1	132-107	132-107	132-220	132-150
S2	131-293	131-293	132-200
S3	131-073	131-207	132-180
S4	130-173	130-307	132-119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-280	132-060	0-220	0.5%	0-100	0.2%	18%	False	False	111
10	133-070	132-060	1-010	0.8%	0-065	0.2%	12%	False	False	62
20	133-070	131-170	1-220	1.3%	0-053	0.1%	46%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	132-248
2.618	132-199
1.618	132-169
1.000	132-150
0.618	132-139
HIGH	132-120
0.618	132-109
0.500	132-105
0.382	132-101
LOW	132-090
0.618	132-071
1.000	132-060
1.618	132-041
2.618	132-011
4.250	131-282

Fisher Pivots for day following 16-Oct-2012
Pivot	1 day	3 day
R1	132-105	132-185
PP	132-103	132-157
S1	132-102	132-128

Download as Excel Spreadsheet

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

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