ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	132-210	133-145	0-255	0.6%	132-215
High	133-225	133-310	0-085	0.2%	133-020
Low	132-205	133-130	0-245	0.6%	132-100
Close	133-185	133-275	0-090	0.2%	132-250
Range	1-020	0-180	-0-160	-47.1%	0-240
ATR	0-179	0-179	0-000	0.1%	0-000
Volume	1,582,319	1,196,307	-386,012	-24.4%	3,514,915

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-138	135-067	134-054
R3	134-278	134-207	134-004
R2	134-098	134-098	133-308
R1	134-027	134-027	133-292	134-062
PP	133-238	133-238	133-238	133-256
S1	133-167	133-167	133-258	133-202
S2	133-058	133-058	133-242
S3	132-198	132-307	133-226
S4	132-018	132-127	133-176

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	133-310	132-100	1-210	1.2%	0-205	0.5%	93%	True	False	1,066,955
10	133-310	131-250	2-060	1.6%	0-186	0.4%	95%	True	False	890,695
20	133-310	131-220	2-090	1.7%	0-174	0.4%	95%	True	False	910,181
40	133-310	131-220	2-090	1.7%	0-166	0.4%	95%	True	False	861,833
60	133-310	131-030	2-280	2.1%	0-173	0.4%	96%	True	False	779,569
80	134-180	131-030	3-150	2.6%	0-169	0.4%	80%	False	False	585,717
100	134-180	131-030	3-150	2.6%	0-142	0.3%	80%	False	False	468,612
120	134-180	131-030	3-150	2.6%	0-123	0.3%	80%	False	False	390,511

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	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-115
2.618	135-141
1.618	134-281
1.000	134-170
0.618	134-101
HIGH	133-310
0.618	133-241
0.500	133-220
0.382	133-199
LOW	133-130
0.618	133-019
1.000	132-270
1.618	132-159
2.618	131-299
4.250	131-005

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	133-257	133-215
PP	133-238	133-155
S1	133-220	133-095

Download as Excel Spreadsheet

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

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