ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 25-Oct-2012

Day Change Summary
	Previous	Current
	24-Oct-2012	25-Oct-2012	Change	Change %	Previous Week
Open	131-210	131-180	-0-030	-0.1%	132-260
High	131-250	131-180	-0-070	-0.2%	132-270
Low	131-190	131-030	-0-160	-0.4%	131-090
Close	131-250	131-090	-0-160	-0.4%	131-260
Range	0-060	0-150	0-090	150.0%	1-180
ATR	0-115	0-122	0-008	6.5%	0-000
Volume	225	958	733	325.8%	1,102

Daily Pivots for day following 25-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-230	132-150	131-172
R3	132-080	132-000	131-131
R2	131-250	131-250	131-118
R1	131-170	131-170	131-104	131-135
PP	131-100	131-100	131-100	131-082
S1	131-020	131-020	131-076	130-305
S2	130-270	130-270	131-062
S3	130-120	130-190	131-049
S4	129-290	130-040	131-008

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	131-280	131-030	0-250	0.6%	0-120	0.3%	24%	False	True	613
10	132-280	131-030	1-250	1.4%	0-106	0.3%	11%	False	True	385
20	133-070	131-030	2-040	1.6%	0-086	0.2%	9%	False	True	209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-178
2.618	132-253
1.618	132-103
1.000	132-010
0.618	131-273
HIGH	131-180
0.618	131-123
0.500	131-105
0.382	131-087
LOW	131-030
0.618	130-257
1.000	130-200
1.618	130-107
2.618	129-277
4.250	129-032

Fisher Pivots for day following 25-Oct-2012
Pivot	1 day	3 day
R1	131-105	131-155
PP	131-100	131-133
S1	131-095	131-112

Download as Excel Spreadsheet

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

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