ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	132-305	132-235	-0-070	-0.2%	132-215
High	132-310	132-285	-0-025	-0.1%	133-020
Low	132-210	132-100	-0-110	-0.3%	132-100
Close	132-265	132-250	-0-015	0.0%	132-250
Range	0-100	0-185	0-085	85.0%	0-240
ATR	0-166	0-167	0-001	0.8%	0-000
Volume	815,160	1,064,655	249,495	30.6%	3,514,915

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-127	134-053	133-032
R3	133-262	133-188	132-301
R2	133-077	133-077	132-284
R1	133-003	133-003	132-267	133-040
PP	132-212	132-212	132-212	132-230
S1	132-138	132-138	132-233	132-175
S2	132-027	132-027	132-216
S3	131-162	131-273	132-199
S4	130-297	131-088	132-148

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-310	134-200	133-062
R3	134-070	133-280	132-316
R2	133-150	133-150	132-294
R1	133-040	133-040	132-272	133-095
PP	132-230	132-230	132-230	132-258
S1	132-120	132-120	132-228	132-175
S2	131-310	131-310	132-206
S3	131-070	131-200	132-184
S4	130-150	130-280	132-118

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-020	132-100	0-240	0.6%	0-151	0.4%	63%	False	True	702,983
10	133-020	131-220	1-120	1.0%	0-166	0.4%	80%	False	False	849,761
20	133-170	131-220	1-270	1.4%	0-163	0.4%	59%	False	False	834,220
40	133-270	131-220	2-050	1.6%	0-166	0.4%	51%	False	False	855,190
60	133-270	131-030	2-240	2.1%	0-169	0.4%	61%	False	False	709,044
80	134-180	131-030	3-150	2.6%	0-161	0.4%	49%	False	False	532,358
100	134-180	131-030	3-150	2.6%	0-136	0.3%	49%	False	False	425,911
120	134-180	131-030	3-150	2.6%	0-116	0.3%	49%	False	False	354,926

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-111
2.618	134-129
1.618	133-264
1.000	133-150
0.618	133-079
HIGH	132-285
0.618	132-214
0.500	132-192
0.382	132-171
LOW	132-100
0.618	131-306
1.000	131-235
1.618	131-121
2.618	130-256
4.250	129-274

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	132-231	132-240
PP	132-212	132-230
S1	132-192	132-220

Download as Excel Spreadsheet

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

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