ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	133-180	133-105	-0-075	-0.2%	134-040
High	133-230	133-175	-0-055	-0.1%	134-045
Low	133-100	133-090	-0-010	0.0%	133-090
Close	133-125	133-105	-0-020	0.0%	133-105
Range	0-130	0-085	-0-045	-34.6%	0-275
ATR	0-155	0-150	-0-005	-3.2%	0-000
Volume	825,576	404,891	-420,685	-51.0%	2,783,984

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-058	134-007	133-152
R3	133-293	133-242	133-128
R2	133-208	133-208	133-121
R1	133-157	133-157	133-113	133-148
PP	133-123	133-123	133-123	133-119
S1	133-072	133-072	133-097	133-062
S2	133-038	133-038	133-089
S3	132-273	132-307	133-082
S4	132-188	132-222	133-058

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-052	135-193	133-256
R3	135-097	134-238	133-181
R2	134-142	134-142	133-155
R1	133-283	133-283	133-130	133-235
PP	133-187	133-187	133-187	133-162
S1	133-008	133-008	133-080	132-280
S2	132-232	132-232	133-055
S3	131-277	132-053	133-029
S4	131-002	131-098	132-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-115	133-090	1-025	0.8%	0-125	0.3%	4%	False	True	746,472
10	134-115	133-090	1-025	0.8%	0-122	0.3%	4%	False	True	781,019
20	134-115	131-250	2-185	1.9%	0-154	0.4%	60%	False	False	835,857
40	134-115	131-220	2-215	2.0%	0-153	0.4%	61%	False	False	841,789
60	134-115	131-220	2-215	2.0%	0-169	0.4%	61%	False	False	873,997
80	134-115	131-030	3-085	2.4%	0-167	0.4%	68%	False	False	683,181
100	134-180	131-030	3-150	2.6%	0-152	0.4%	64%	False	False	546,713
120	134-180	131-030	3-150	2.6%	0-131	0.3%	64%	False	False	455,595

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	134-216
2.618	134-078
1.618	133-313
1.000	133-260
0.618	133-228
HIGH	133-175
0.618	133-143
0.500	133-132
0.382	133-122
LOW	133-090
0.618	133-037
1.000	133-005
1.618	132-272
2.618	132-187
4.250	132-049

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	133-132	133-208
PP	133-123	133-173
S1	133-114	133-139

Download as Excel Spreadsheet

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

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