ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 22-Oct-2012

Day Change Summary
	Previous	Current
	19-Oct-2012	22-Oct-2012	Change	Change %	Previous Week
Open	131-090	131-210	0-120	0.3%	132-260
High	131-260	131-210	-0-050	-0.1%	132-270
Low	131-090	131-120	0-030	0.1%	131-090
Close	131-260	131-170	-0-090	-0.2%	131-260
Range	0-170	0-090	-0-080	-47.1%	1-180
ATR	0-116	0-117	0-002	1.5%	0-000
Volume	384	1,312	928	241.7%	1,102

Daily Pivots for day following 22-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-117	132-073	131-220
R3	132-027	131-303	131-195
R2	131-257	131-257	131-186
R1	131-213	131-213	131-178	131-190
PP	131-167	131-167	131-167	131-155
S1	131-123	131-123	131-162	131-100
S2	131-077	131-077	131-154
S3	130-307	131-033	131-145
S4	130-217	130-263	131-120

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	132-120	131-090	1-030	0.8%	0-112	0.3%	23%	False	False	426
10	132-280	131-090	1-190	1.2%	0-108	0.3%	16%	False	False	266
20	133-070	131-090	1-300	1.5%	0-077	0.2%	13%	False	False	150

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	132-272
2.618	132-126
1.618	132-036
1.000	131-300
0.618	131-266
HIGH	131-210
0.618	131-176
0.500	131-165
0.382	131-154
LOW	131-120
0.618	131-064
1.000	131-030
1.618	130-294
2.618	130-204
4.250	130-058

Fisher Pivots for day following 22-Oct-2012
Pivot	1 day	3 day
R1	131-168	131-175
PP	131-167	131-173
S1	131-165	131-172

Download as Excel Spreadsheet

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

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