ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 26-Oct-2012

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	131-180	131-100	-0-080	-0.2%	131-210
High	131-180	132-000	0-140	0.3%	132-000
Low	131-030	131-100	0-070	0.2%	131-030
Close	131-090	131-310	0-220	0.5%	131-310
Range	0-150	0-220	0-070	46.7%	0-290
ATR	0-122	0-130	0-008	6.3%	0-000
Volume	958	2,656	1,698	177.2%	5,340

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-263	133-187	132-111
R3	133-043	132-287	132-050
R2	132-143	132-143	132-030
R1	132-067	132-067	132-010	132-105
PP	131-243	131-243	131-243	131-262
S1	131-167	131-167	131-290	131-205
S2	131-023	131-023	131-270
S3	130-123	130-267	131-250
S4	129-223	130-047	131-189

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-130	134-030	132-150
R3	133-160	133-060	132-070
R2	132-190	132-190	132-043
R1	132-090	132-090	132-017	132-140
PP	131-220	131-220	131-220	131-245
S1	131-120	131-120	131-283	131-170
S2	130-250	130-250	131-257
S3	129-280	130-150	131-230
S4	128-310	129-180	131-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-000	131-030	0-290	0.7%	0-130	0.3%	97%	True	False	1,068
10	132-270	131-030	1-240	1.3%	0-118	0.3%	50%	False	False	644
20	133-070	131-030	2-040	1.6%	0-094	0.2%	41%	False	False	341

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	0-006
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	134-295
2.618	133-256
1.618	133-036
1.000	132-220
0.618	132-136
HIGH	132-000
0.618	131-236
0.500	131-210
0.382	131-184
LOW	131-100
0.618	130-284
1.000	130-200
1.618	130-064
2.618	129-164
4.250	128-125

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	131-277	131-265
PP	131-243	131-220
S1	131-210	131-175

Download as Excel Spreadsheet

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

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