ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	132-265	132-205	-0-060	-0.1%	132-120
High	133-015	133-020	0-005	0.0%	132-195
Low	132-185	132-125	-0-060	-0.1%	131-220
Close	132-215	133-010	0-115	0.3%	132-180
Range	0-150	0-215	0-065	43.3%	0-295
ATR	0-166	0-169	0-004	2.1%	0-000
Volume	291,929	995,044	703,115	240.9%	4,982,695

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-270	134-195	133-128
R3	134-055	133-300	133-069
R2	133-160	133-160	133-049
R1	133-085	133-085	133-030	133-122
PP	132-265	132-265	132-265	132-284
S1	132-190	132-190	132-310	132-228
S2	132-050	132-050	132-291
S3	131-155	131-295	132-271
S4	130-260	131-080	132-212

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	133-020	131-220	1-120	1.0%	0-186	0.4%	98%	True	False	810,107
10	133-020	131-220	1-120	1.0%	0-168	0.4%	98%	True	False	857,286
20	133-245	131-220	2-025	1.6%	0-166	0.4%	65%	False	False	827,337
40	133-270	131-220	2-050	1.6%	0-175	0.4%	62%	False	False	873,588
60	133-270	131-030	2-240	2.1%	0-168	0.4%	70%	False	False	678,011
80	134-180	131-030	3-150	2.6%	0-159	0.4%	56%	False	False	508,884
100	134-180	131-030	3-150	2.6%	0-133	0.3%	56%	False	False	407,113
120	134-180	131-030	3-150	2.6%	0-113	0.3%	56%	False	False	339,261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-294
2.618	134-263
1.618	134-048
1.000	133-235
0.618	133-153
HIGH	133-020
0.618	132-258
0.500	132-232
0.382	132-207
LOW	132-125
0.618	131-312
1.000	131-230
1.618	131-097
2.618	130-202
4.250	129-171

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	132-298	132-298
PP	132-265	132-265
S1	132-232	132-232

Download as Excel Spreadsheet

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

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