ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	133-290	133-290	0-000	0.0%	132-270
High	133-310	134-055	0-065	0.2%	134-065
Low	133-235	133-260	0-025	0.1%	132-200
Close	133-285	134-015	0-050	0.1%	133-290
Range	0-075	0-115	0-040	53.3%	1-185
ATR	0-170	0-166	-0-004	-2.3%	0-000
Volume	213,509	821,265	607,756	284.7%	5,426,453

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-028	134-297	134-078
R3	134-233	134-182	134-047
R2	134-118	134-118	134-036
R1	134-067	134-067	134-026	134-092
PP	134-003	134-003	134-003	134-016
S1	133-272	133-272	134-004	133-298
S2	133-208	133-208	133-314
S3	133-093	133-157	133-303
S4	132-298	133-042	133-272

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	132-205	1-180	1.2%	0-175	0.4%	90%	False	False	993,946
10	134-065	132-100	1-285	1.4%	0-170	0.4%	92%	False	False	933,608
20	134-065	131-220	2-165	1.9%	0-171	0.4%	94%	False	False	907,133
40	134-065	131-220	2-165	1.9%	0-157	0.4%	94%	False	False	845,749
60	134-065	131-030	3-035	2.3%	0-172	0.4%	95%	False	False	815,223
80	134-180	131-030	3-150	2.6%	0-171	0.4%	85%	False	False	613,098
100	134-180	131-030	3-150	2.6%	0-146	0.3%	85%	False	False	490,523
120	134-180	131-030	3-150	2.6%	0-123	0.3%	85%	False	False	408,770

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-224
2.618	135-036
1.618	134-241
1.000	134-170
0.618	134-126
HIGH	134-055
0.618	134-011
0.500	133-318
0.382	133-304
LOW	133-260
0.618	133-189
1.000	133-145
1.618	133-074
2.618	132-279
4.250	132-091

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	134-009	134-004
PP	134-003	133-313
S1	133-318	133-302

Download as Excel Spreadsheet

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

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