ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	132-205	132-305	0-100	0.2%	132-120
High	133-020	132-310	-0-030	-0.1%	132-195
Low	132-125	132-210	0-085	0.2%	131-220
Close	133-010	132-265	-0-065	-0.2%	132-180
Range	0-215	0-100	-0-115	-53.5%	0-295
ATR	0-169	0-166	-0-004	-2.1%	0-000
Volume	995,044	815,160	-179,884	-18.1%	4,982,695

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-242	133-193	133-000
R3	133-142	133-093	132-292
R2	133-042	133-042	132-283
R1	132-313	132-313	132-274	132-288
PP	132-262	132-262	132-262	132-249
S1	132-213	132-213	132-256	132-188
S2	132-162	132-162	132-247
S3	132-062	132-113	132-238
S4	131-282	132-013	132-210

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	131-250	1-090	1.0%	0-167	0.4%	82%	False	False	714,435
10	133-020	131-220	1-120	1.0%	0-165	0.4%	83%	False	False	824,941
20	133-170	131-220	1-270	1.4%	0-164	0.4%	62%	False	False	831,075
40	133-270	131-220	2-050	1.6%	0-172	0.4%	53%	False	False	866,139
60	133-270	131-030	2-240	2.1%	0-168	0.4%	63%	False	False	691,386
80	134-180	131-030	3-150	2.6%	0-158	0.4%	50%	False	False	519,054
100	134-180	131-030	3-150	2.6%	0-134	0.3%	50%	False	False	415,265
120	134-180	131-030	3-150	2.6%	0-114	0.3%	50%	False	False	346,054

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	0-028
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	134-095
2.618	133-252
1.618	133-152
1.000	133-090
0.618	133-052
HIGH	132-310
0.618	132-272
0.500	132-260
0.382	132-248
LOW	132-210
0.618	132-148
1.000	132-110
1.618	132-048
2.618	131-268
4.250	131-105

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	132-263	132-254
PP	132-262	132-243
S1	132-260	132-232

Download as Excel Spreadsheet

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

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