ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 21-Nov-2012

Day Change Summary
	Previous	Current
	20-Nov-2012	21-Nov-2012	Change	Change %	Previous Week
Open	133-305	133-180	-0-125	-0.3%	133-290
High	134-005	133-230	-0-095	-0.2%	134-115
Low	133-165	133-100	-0-065	-0.2%	133-220
Close	133-195	133-125	-0-070	-0.2%	134-060
Range	0-160	0-130	-0-030	-18.8%	0-215
ATR	0-157	0-155	-0-002	-1.2%	0-000
Volume	967,574	825,576	-141,998	-14.7%	3,869,885

Daily Pivots for day following 21-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-222	134-143	133-196
R3	134-092	134-013	133-161
R2	133-282	133-282	133-149
R1	133-203	133-203	133-137	133-178
PP	133-152	133-152	133-152	133-139
S1	133-073	133-073	133-113	133-048
S2	133-022	133-022	133-101
S3	132-212	132-263	133-089
S4	132-082	132-133	133-054

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-030	135-260	134-178
R3	135-135	135-045	134-119
R2	134-240	134-240	134-099
R1	134-150	134-150	134-080	134-195
PP	134-025	134-025	134-025	134-048
S1	133-255	133-255	134-040	133-300
S2	133-130	133-130	134-021
S3	132-235	133-040	134-001
S4	132-020	132-145	133-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-115	133-100	1-015	0.8%	0-130	0.3%	7%	False	True	848,732
10	134-115	133-100	1-015	0.8%	0-132	0.3%	7%	False	True	860,161
20	134-115	131-220	2-215	2.0%	0-160	0.4%	64%	False	False	880,289
40	134-115	131-220	2-215	2.0%	0-153	0.4%	64%	False	False	855,513
60	134-115	131-220	2-215	2.0%	0-169	0.4%	64%	False	False	882,648
80	134-115	131-030	3-085	2.4%	0-168	0.4%	70%	False	False	678,185
100	134-180	131-030	3-150	2.6%	0-152	0.4%	66%	False	False	542,664
120	134-180	131-030	3-150	2.6%	0-130	0.3%	66%	False	False	452,221

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-142
2.618	134-250
1.618	134-120
1.000	134-040
0.618	133-310
HIGH	133-230
0.618	133-180
0.500	133-165
0.382	133-150
LOW	133-100
0.618	133-020
1.000	132-290
1.618	132-210
2.618	132-080
4.250	131-188

Fisher Pivots for day following 21-Nov-2012
Pivot	1 day	3 day
R1	133-165	133-232
PP	133-152	133-197
S1	133-138	133-161

Download as Excel Spreadsheet

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

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