ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 23-Oct-2012

Day Change Summary
	Previous	Current
	22-Oct-2012	23-Oct-2012	Change	Change %	Previous Week
Open	131-210	131-150	-0-060	-0.1%	132-260
High	131-210	131-280	0-070	0.2%	132-270
Low	131-120	131-150	0-030	0.1%	131-090
Close	131-170	131-260	0-090	0.2%	131-260
Range	0-090	0-130	0-040	44.4%	1-180
ATR	0-117	0-118	0-001	0.8%	0-000
Volume	1,312	189	-1,123	-85.6%	1,102

Daily Pivots for day following 23-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-300	132-250	132-012
R3	132-170	132-120	131-296
R2	132-040	132-040	131-284
R1	131-310	131-310	131-272	132-015
PP	131-230	131-230	131-230	131-242
S1	131-180	131-180	131-248	131-205
S2	131-100	131-100	131-236
S3	130-290	131-050	131-224
S4	130-160	130-240	131-188

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	132-030	131-090	0-260	0.6%	0-132	0.3%	65%	False	False	458
10	132-280	131-090	1-190	1.2%	0-116	0.3%	33%	False	False	284
20	133-070	131-090	1-300	1.5%	0-084	0.2%	27%	False	False	160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-192
2.618	132-300
1.618	132-170
1.000	132-090
0.618	132-040
HIGH	131-280
0.618	131-230
0.500	131-215
0.382	131-200
LOW	131-150
0.618	131-070
1.000	131-020
1.618	130-260
2.618	130-130
4.250	129-238

Fisher Pivots for day following 23-Oct-2012
Pivot	1 day	3 day
R1	131-245	131-235
PP	131-230	131-210
S1	131-215	131-185

Download as Excel Spreadsheet

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

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