ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	132-045	132-125	0-080	0.2%	132-245
High	132-205	132-150	-0-055	-0.1%	132-245
Low	132-020	132-080	0-060	0.1%	131-255
Close	132-155	132-105	-0-050	-0.1%	132-155
Range	0-185	0-070	-0-115	-62.2%	0-310
ATR	0-137	0-133	-0-004	-3.2%	0-000
Volume	706,935	74,527	-632,408	-89.5%	4,818,066

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-002	132-283	132-144
R3	132-252	132-213	132-124
R2	132-182	132-182	132-118
R1	132-143	132-143	132-111	132-128
PP	132-112	132-112	132-112	132-104
S1	132-073	132-073	132-099	132-058
S2	132-042	132-042	132-092
S3	131-292	132-003	132-086
S4	131-222	131-253	132-066

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-082	134-268	133-006
R3	134-092	133-278	132-240
R2	133-102	133-102	132-212
R1	132-288	132-288	132-183	132-200
PP	132-112	132-112	132-112	132-068
S1	131-298	131-298	132-127	131-210
S2	131-122	131-122	132-098
S3	130-132	130-308	132-070
S4	129-142	129-318	131-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-205	131-255	0-270	0.6%	0-136	0.3%	63%	False	False	813,523
10	133-220	131-255	1-285	1.4%	0-144	0.3%	28%	False	False	887,050
20	134-010	131-255	2-075	1.7%	0-127	0.3%	24%	False	False	841,822
40	134-010	131-250	2-080	1.7%	0-129	0.3%	24%	False	False	439,071
60	134-010	131-030	2-300	2.2%	0-118	0.3%	42%	False	False	292,828

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	133-128
2.618	133-013
1.618	132-263
1.000	132-220
0.618	132-193
HIGH	132-150
0.618	132-123
0.500	132-115
0.382	132-107
LOW	132-080
0.618	132-037
1.000	132-010
1.618	131-287
2.618	131-217
4.250	131-102

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	132-115	132-112
PP	132-112	132-110
S1	132-108	132-108

Download as Excel Spreadsheet

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

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