ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	133-145	133-300	0-155	0.4%	132-270
High	133-310	134-065	0-075	0.2%	134-065
Low	133-130	133-220	0-090	0.2%	132-200
Close	133-275	133-290	0-015	0.0%	133-290
Range	0-180	0-165	-0-015	-8.3%	1-185
ATR	0-179	0-178	-0-001	-0.5%	0-000
Volume	1,196,307	1,156,330	-39,977	-3.3%	5,426,453

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-153	135-067	134-061
R3	134-308	134-222	134-015
R2	134-143	134-143	134-000
R1	134-057	134-057	133-305	134-018
PP	133-298	133-298	133-298	133-279
S1	133-212	133-212	133-275	133-172
S2	133-133	133-133	133-260
S3	132-288	133-047	133-245
S4	132-123	132-202	133-199

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-100	137-220	134-248
R3	136-235	136-035	134-109
R2	135-050	135-050	134-063
R1	134-170	134-170	134-016	134-270
PP	133-185	133-185	133-185	133-235
S1	132-305	132-305	133-244	133-085
S2	132-000	132-000	133-197
S3	130-135	131-120	133-151
S4	128-270	129-255	133-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-065	132-200	1-185	1.2%	0-201	0.5%	81%	True	False	1,085,290
10	134-065	132-100	1-285	1.4%	0-176	0.4%	84%	True	False	894,136
20	134-065	131-220	2-165	1.9%	0-176	0.4%	88%	True	False	931,869
40	134-065	131-220	2-165	1.9%	0-161	0.4%	88%	True	False	857,523
60	134-065	131-030	3-035	2.3%	0-174	0.4%	90%	True	False	798,487
80	134-180	131-030	3-150	2.6%	0-170	0.4%	81%	False	False	600,170
100	134-180	131-030	3-150	2.6%	0-144	0.3%	81%	False	False	480,175
120	134-180	131-030	3-150	2.6%	0-124	0.3%	81%	False	False	400,147

Crabel Price Patterns
NR	True
NR4	True
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	0-038
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-126
2.618	135-177
1.618	135-012
1.000	134-230
0.618	134-167
HIGH	134-065
0.618	134-002
0.500	133-302
0.382	133-283
LOW	133-220
0.618	133-118
1.000	133-055
1.618	132-273
2.618	132-108
4.250	131-159

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	133-302	133-238
PP	133-298	133-187
S1	133-294	133-135

Download as Excel Spreadsheet

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

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