ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	132-110	132-030	-0-080	-0.2%	132-210
High	132-120	132-030	-0-090	-0.2%	132-280
Low	132-090	131-160	-0-250	-0.6%	132-060
Close	132-100	131-160	-0-260	-0.6%	132-240
Range	0-030	0-190	0-160	533.3%	0-220
ATR	0-103	0-114	0-011	11.0%	0-000
Volume	30	20	-10	-33.3%	272

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-153	133-027	131-264
R3	132-283	132-157	131-212
R2	132-093	132-093	131-195
R1	131-287	131-287	131-177	131-255
PP	131-223	131-223	131-223	131-208
S1	131-097	131-097	131-143	131-065
S2	131-033	131-033	131-125
S3	130-163	130-227	131-108
S4	129-293	130-037	131-056

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	131-160	1-120	1.0%	0-104	0.2%	0%	False	True	112
10	133-000	131-160	1-160	1.1%	0-079	0.2%	0%	False	True	64
20	133-070	131-160	1-230	1.3%	0-062	0.1%	0%	False	True	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	134-198
2.618	133-207
1.618	133-017
1.000	132-220
0.618	132-147
HIGH	132-030
0.618	131-277
0.500	131-255
0.382	131-233
LOW	131-160
0.618	131-043
1.000	130-290
1.618	130-173
2.618	129-303
4.250	128-312

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	131-255	132-055
PP	131-223	131-303
S1	131-192	131-232

Download as Excel Spreadsheet

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

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