ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 19-Oct-2012

Day Change Summary
	Previous	Current
	18-Oct-2012	19-Oct-2012	Change	Change %	Previous Week
Open	131-140	131-090	-0-050	-0.1%	132-260
High	131-200	131-260	0-060	0.1%	132-270
Low	131-120	131-090	-0-030	-0.1%	131-090
Close	131-120	131-260	0-140	0.3%	131-260
Range	0-080	0-170	0-090	112.5%	1-180
ATR	0-111	0-116	0-004	3.8%	0-000
Volume	385	384	-1	-0.3%	1,102

Daily Pivots for day following 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-073	133-017	132-034
R3	132-223	132-167	131-307
R2	132-053	132-053	131-291
R1	131-317	131-317	131-276	132-025
PP	131-203	131-203	131-203	131-218
S1	131-147	131-147	131-244	131-175
S2	131-033	131-033	131-229
S3	130-183	130-297	131-213
S4	130-013	130-127	131-166

Weekly Pivots for week ending 19-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-213	135-257	132-215
R3	135-033	134-077	132-078
R2	133-173	133-173	132-032
R1	132-217	132-217	131-306	132-105
PP	131-313	131-313	131-313	131-258
S1	131-037	131-037	131-214	130-245
S2	130-133	130-133	131-168
S3	128-273	129-177	131-122
S4	127-093	127-317	130-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-270	131-090	1-180	1.2%	0-106	0.3%	34%	False	True	220
10	132-280	131-090	1-190	1.2%	0-100	0.2%	33%	False	True	137
20	133-070	131-090	1-300	1.5%	0-072	0.2%	27%	False	True	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-022
2.618	133-065
1.618	132-215
1.000	132-110
0.618	132-045
HIGH	131-260
0.618	131-195
0.500	131-175
0.382	131-155
LOW	131-090
0.618	130-305
1.000	130-240
1.618	130-135
2.618	129-285
4.250	129-008

Fisher Pivots for day following 19-Oct-2012
Pivot	1 day	3 day
R1	131-232	131-247
PP	131-203	131-233
S1	131-175	131-220

Download as Excel Spreadsheet

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

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