ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 06-Nov-2012

Day Change Summary
	Previous	Current
	05-Nov-2012	06-Nov-2012	Change	Change %	Previous Week
Open	132-270	133-040	0-090	0.2%	132-215
High	133-075	133-055	-0-020	0.0%	133-020
Low	132-250	132-200	-0-050	-0.1%	132-100
Close	133-045	132-225	-0-140	-0.3%	132-250
Range	0-145	0-175	0-030	20.7%	0-240
ATR	0-166	0-166	0-001	0.4%	0-000
Volume	724,924	766,573	41,649	5.7%	3,514,915

Daily Pivots for day following 06-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-152	134-043	133-001
R3	133-297	133-188	132-273
R2	133-122	133-122	132-257
R1	133-013	133-013	132-241	132-300
PP	132-267	132-267	132-267	132-250
S1	132-158	132-158	132-209	132-125
S2	132-092	132-092	132-193
S3	131-237	131-303	132-177
S4	131-062	131-128	132-129

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%	0-164	0.4%	42%	False	False	873,271
10	133-075	131-220	1-175	1.2%	0-164	0.4%	66%	False	False	836,425
20	133-170	131-220	1-270	1.4%	0-166	0.4%	55%	False	False	863,567
40	133-270	131-220	2-050	1.6%	0-167	0.4%	47%	False	False	858,986
60	133-270	131-030	2-240	2.1%	0-170	0.4%	59%	False	False	733,583
80	134-180	131-030	3-150	2.6%	0-163	0.4%	46%	False	False	551,001
100	134-180	131-030	3-150	2.6%	0-138	0.3%	46%	False	False	440,826
120	134-180	131-030	3-150	2.6%	0-118	0.3%	46%	False	False	367,355

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	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-159
2.618	134-193
1.618	134-018
1.000	133-230
0.618	133-163
HIGH	133-055
0.618	132-308
0.500	132-288
0.382	132-267
LOW	132-200
0.618	132-092
1.000	132-025
1.618	131-237
2.618	131-062
4.250	130-096

Fisher Pivots for day following 06-Nov-2012
Pivot	1 day	3 day
R1	132-288	132-248
PP	132-267	132-240
S1	132-246	132-232

Download as Excel Spreadsheet

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

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