ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 13-Dec-2012

Day Change Summary
	Previous	Current
	12-Dec-2012	13-Dec-2012	Change	Change %	Previous Week
Open	133-115	133-020	-0-095	-0.2%	133-185
High	133-175	133-055	-0-120	-0.3%	134-010
Low	132-310	132-205	-0-105	-0.2%	133-085
Close	133-020	132-235	-0-105	-0.2%	133-180
Range	0-185	0-170	-0-015	-8.1%	0-245
ATR	0-128	0-131	0-003	2.4%	0-000
Volume	1,207,617	1,311,631	104,014	8.6%	4,221,720

Daily Pivots for day following 13-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-142	134-038	133-008
R3	133-292	133-188	132-282
R2	133-122	133-122	132-266
R1	133-018	133-018	132-251	132-305
PP	132-272	132-272	132-272	132-255
S1	132-168	132-168	132-219	132-135
S2	132-102	132-102	132-204
S3	131-252	131-318	132-188
S4	131-082	131-148	132-142

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-293	135-162	133-315
R3	135-048	134-237	133-247
R2	134-123	134-123	133-225
R1	133-312	133-312	133-202	133-255
PP	133-198	133-198	133-198	133-170
S1	133-067	133-067	133-158	133-010
S2	132-273	132-273	133-135
S3	132-028	132-142	133-113
S4	131-103	131-217	133-045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-310	132-205	1-105	1.0%	0-146	0.3%	7%	False	True	941,325
10	134-010	132-205	1-125	1.0%	0-126	0.3%	7%	False	True	867,441
20	134-010	132-205	1-125	1.0%	0-120	0.3%	7%	False	True	587,511
40	134-010	131-030	2-300	2.2%	0-128	0.3%	56%	False	False	295,500
60	134-010	131-030	2-300	2.2%	0-106	0.2%	56%	False	False	197,016

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-138
2.618	134-180
1.618	134-010
1.000	133-225
0.618	133-160
HIGH	133-055
0.618	132-310
0.500	132-290
0.382	132-270
LOW	132-205
0.618	132-100
1.000	132-035
1.618	131-250
2.618	131-080
4.250	130-122

Fisher Pivots for day following 13-Dec-2012
Pivot	1 day	3 day
R1	132-290	133-052
PP	132-272	133-007
S1	132-253	132-281

Download as Excel Spreadsheet

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

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