ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 30-Oct-2012

Day Change Summary
	Previous	Current
	29-Oct-2012	30-Oct-2012	Change	Change %	Previous Week
Open	132-215	132-265	0-050	0.1%	132-120
High	132-280	133-015	0-055	0.1%	132-195
Low	132-175	132-185	0-010	0.0%	131-220
Close	132-250	132-215	-0-035	-0.1%	132-180
Range	0-105	0-150	0-045	42.9%	0-295
ATR	0-167	0-166	-0-001	-0.7%	0-000
Volume	348,127	291,929	-56,198	-16.1%	4,982,695

Daily Pivots for day following 30-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-055	133-285	132-298
R3	133-225	133-135	132-256
R2	133-075	133-075	132-242
R1	132-305	132-305	132-229	132-275
PP	132-245	132-245	132-245	132-230
S1	132-155	132-155	132-201	132-125
S2	132-095	132-095	132-188
S3	131-265	132-005	132-174
S4	131-115	131-175	132-132

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-017	134-233	133-022
R3	134-042	133-258	132-261
R2	133-067	133-067	132-234
R1	132-283	132-283	132-207	133-015
PP	132-092	132-092	132-092	132-118
S1	131-308	131-308	132-153	132-040
S2	131-117	131-117	132-126
S3	130-142	131-013	132-099
S4	129-167	130-038	132-018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-015	131-220	1-115	1.0%	0-165	0.4%	72%	True	False	799,579
10	133-015	131-220	1-115	1.0%	0-172	0.4%	72%	True	False	880,658
20	133-255	131-220	2-035	1.6%	0-160	0.4%	47%	False	False	816,086
40	133-270	131-220	2-050	1.6%	0-173	0.4%	46%	False	False	870,342
60	133-270	131-030	2-240	2.1%	0-168	0.4%	57%	False	False	661,464
80	134-180	131-030	3-150	2.6%	0-157	0.4%	45%	False	False	496,446
100	134-180	131-030	3-150	2.6%	0-131	0.3%	45%	False	False	397,163
120	134-180	131-030	3-150	2.6%	0-112	0.3%	45%	False	False	330,969

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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-012
2.618	134-088
1.618	133-258
1.000	133-165
0.618	133-108
HIGH	133-015
0.618	132-278
0.500	132-260
0.382	132-242
LOW	132-185
0.618	132-092
1.000	132-035
1.618	131-262
2.618	131-112
4.250	130-188

Fisher Pivots for day following 30-Oct-2012
Pivot	1 day	3 day
R1	132-260	132-188
PP	132-245	132-160
S1	132-230	132-132

Download as Excel Spreadsheet

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

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