ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	133-310	134-000	0-010	0.0%	132-270
High	134-035	134-050	0-015	0.0%	134-065
Low	133-220	133-260	0-040	0.1%	132-200
Close	134-015	134-010	-0-005	0.0%	133-290
Range	0-135	0-110	-0-025	-18.5%	1-185
ATR	0-164	0-160	-0-004	-2.4%	0-000
Volume	970,543	916,188	-54,355	-5.6%	5,426,453

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-010	134-280	134-070
R3	134-220	134-170	134-040
R2	134-110	134-110	134-030
R1	134-060	134-060	134-020	134-085
PP	134-000	134-000	134-000	134-012
S1	133-270	133-270	134-000	133-295
S2	133-210	133-210	133-310
S3	133-100	133-160	133-300
S4	132-310	133-050	133-270

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	133-220	0-165	0.4%	0-120	0.3%	67%	False	False	815,567
10	134-065	132-100	1-285	1.4%	0-162	0.4%	91%	False	False	941,261
20	134-065	131-220	2-165	1.9%	0-164	0.4%	93%	False	False	883,101
40	134-065	131-220	2-165	1.9%	0-155	0.4%	93%	False	False	848,112
60	134-065	131-220	2-165	1.9%	0-169	0.4%	93%	False	False	845,761
80	134-110	131-030	3-080	2.4%	0-171	0.4%	90%	False	False	636,647
100	134-180	131-030	3-150	2.6%	0-148	0.3%	85%	False	False	509,390
120	134-180	131-030	3-150	2.6%	0-125	0.3%	85%	False	False	424,492

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-198
2.618	135-018
1.618	134-228
1.000	134-160
0.618	134-118
HIGH	134-050
0.618	134-008
0.500	133-315
0.382	133-302
LOW	133-260
0.618	133-192
1.000	133-150
1.618	133-082
2.618	132-292
4.250	132-112

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	134-005	133-319
PP	134-000	133-308
S1	133-315	133-298

Download as Excel Spreadsheet

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

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