ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	133-040	132-210	-0-150	-0.4%	132-215
High	133-055	133-225	0-170	0.4%	133-020
Low	132-200	132-205	0-005	0.0%	132-100
Close	132-225	133-185	0-280	0.7%	132-250
Range	0-175	1-020	0-165	94.3%	0-240
ATR	0-166	0-179	0-012	7.5%	0-000
Volume	766,573	1,582,319	815,746	106.4%	3,514,915

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-158	136-032	134-052
R3	135-138	135-012	133-278
R2	134-118	134-118	133-247
R1	133-312	133-312	133-216	134-055
PP	133-098	133-098	133-098	133-130
S1	132-292	132-292	133-154	133-035
S2	132-078	132-078	133-123
S3	131-058	131-272	133-092
S4	130-038	130-252	132-318

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	133-225	132-100	1-125	1.0%	0-189	0.4%	91%	True	False	990,726
10	133-225	131-220	2-005	1.5%	0-188	0.4%	94%	True	False	900,416
20	133-225	131-220	2-005	1.5%	0-174	0.4%	94%	True	False	900,725
40	133-270	131-220	2-050	1.6%	0-171	0.4%	88%	False	False	874,959
60	133-270	131-030	2-240	2.1%	0-173	0.4%	90%	False	False	759,892
80	134-180	131-030	3-150	2.6%	0-167	0.4%	72%	False	False	570,769
100	134-180	131-030	3-150	2.6%	0-142	0.3%	72%	False	False	456,649
120	134-180	131-030	3-150	2.6%	0-121	0.3%	72%	False	False	380,541

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	138-070
2.618	136-155
1.618	135-135
1.000	134-245
0.618	134-115
HIGH	133-225
0.618	133-095
0.500	133-055
0.382	133-015
LOW	132-205
0.618	131-315
1.000	131-185
1.618	130-295
2.618	129-275
4.250	128-040

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	133-142	133-141
PP	133-098	133-097
S1	133-055	133-052

Download as Excel Spreadsheet

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

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