ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	133-290	133-310	0-020	0.0%	132-270
High	134-055	134-035	-0-020	0.0%	134-065
Low	133-260	133-220	-0-040	-0.1%	132-200
Close	134-015	134-015	0-000	0.0%	133-290
Range	0-115	0-135	0-020	17.4%	1-185
ATR	0-166	0-164	-0-002	-1.4%	0-000
Volume	821,265	970,543	149,278	18.2%	5,426,453

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-068	135-017	134-089
R3	134-253	134-202	134-052
R2	134-118	134-118	134-040
R1	134-067	134-067	134-027	134-092
PP	133-303	133-303	133-303	133-316
S1	133-252	133-252	134-003	133-278
S2	133-168	133-168	133-310
S3	133-033	133-117	133-298
S4	132-218	132-302	133-261

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	133-130	0-255	0.6%	0-134	0.3%	80%	False	False	871,590
10	134-065	132-100	1-285	1.4%	0-162	0.4%	92%	False	False	931,158
20	134-065	131-220	2-165	1.9%	0-164	0.4%	94%	False	False	894,222
40	134-065	131-220	2-165	1.9%	0-157	0.4%	94%	False	False	848,293
60	134-065	131-190	2-195	1.9%	0-172	0.4%	94%	False	False	831,169
80	134-180	131-030	3-150	2.6%	0-171	0.4%	85%	False	False	625,214
100	134-180	131-030	3-150	2.6%	0-147	0.3%	85%	False	False	500,228
120	134-180	131-030	3-150	2.6%	0-125	0.3%	85%	False	False	416,857

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-289
2.618	135-068
1.618	134-253
1.000	134-170
0.618	134-118
HIGH	134-035
0.618	133-303
0.500	133-288
0.382	133-272
LOW	133-220
0.618	133-137
1.000	133-085
1.618	133-002
2.618	132-187
4.250	131-286

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	133-319	134-002
PP	133-303	133-310
S1	133-288	133-298

Download as Excel Spreadsheet

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

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