ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	132-235	132-270	0-035	0.1%	132-215
High	132-285	133-075	0-110	0.3%	133-020
Low	132-100	132-250	0-150	0.4%	132-100
Close	132-250	133-045	0-115	0.3%	132-250
Range	0-185	0-145	-0-040	-21.6%	0-240
ATR	0-167	0-166	-0-002	-0.9%	0-000
Volume	1,064,655	724,924	-339,731	-31.9%	3,514,915

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-132	134-073	133-125
R3	133-307	133-248	133-085
R2	133-162	133-162	133-072
R1	133-103	133-103	133-058	133-132
PP	133-017	133-017	133-017	133-031
S1	132-278	132-278	133-032	132-308
S2	132-192	132-192	133-018
S3	132-047	132-133	133-005
S4	131-222	131-308	132-285

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	133-075	132-100	0-295	0.7%	0-159	0.4%	90%	True	False	778,342
10	133-075	131-220	1-175	1.2%	0-164	0.4%	94%	True	False	845,203
20	133-170	131-220	1-270	1.4%	0-164	0.4%	79%	False	False	862,177
40	133-270	131-220	2-050	1.6%	0-166	0.4%	67%	False	False	855,740
60	133-270	131-030	2-240	2.1%	0-169	0.4%	74%	False	False	720,922
80	134-180	131-030	3-150	2.6%	0-162	0.4%	59%	False	False	541,420
100	134-180	131-030	3-150	2.6%	0-138	0.3%	59%	False	False	433,160
120	134-180	131-030	3-150	2.6%	0-117	0.3%	59%	False	False	360,967

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-051
2.618	134-135
1.618	133-310
1.000	133-220
0.618	133-165
HIGH	133-075
0.618	133-020
0.500	133-002
0.382	132-305
LOW	132-250
0.618	132-160
1.000	132-105
1.618	132-015
2.618	131-190
4.250	130-274

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	133-031	133-006
PP	133-017	132-287
S1	133-002	132-248

Download as Excel Spreadsheet

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

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