ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	133-100	133-170	0-070	0.2%	134-040
High	133-235	133-250	0-015	0.0%	134-045
Low	133-090	133-130	0-040	0.1%	133-090
Close	133-175	133-230	0-055	0.1%	133-105
Range	0-145	0-120	-0-025	-17.2%	0-275
ATR	0-150	0-147	-0-002	-1.4%	0-000
Volume	990,568	1,272,769	282,201	28.5%	2,783,984

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-243	134-197	133-296
R3	134-123	134-077	133-263
R2	134-003	134-003	133-252
R1	133-277	133-277	133-241	133-300
PP	133-203	133-203	133-203	133-215
S1	133-157	133-157	133-219	133-180
S2	133-083	133-083	133-208
S3	132-283	133-037	133-197
S4	132-163	132-237	133-164

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	134-005	133-090	0-235	0.5%	0-128	0.3%	60%	False	False	892,275
10	134-115	133-090	1-025	0.8%	0-125	0.3%	41%	False	False	870,369
20	134-115	132-100	2-015	1.5%	0-149	0.3%	69%	False	False	875,522
40	134-115	131-220	2-215	2.0%	0-153	0.4%	76%	False	False	854,651
60	134-115	131-220	2-215	2.0%	0-165	0.4%	76%	False	False	886,518
80	134-115	131-030	3-085	2.4%	0-163	0.4%	80%	False	False	711,364
100	134-180	131-030	3-150	2.6%	0-154	0.4%	76%	False	False	569,347
120	134-180	131-030	3-150	2.6%	0-133	0.3%	76%	False	False	474,456

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-120
2.618	134-244
1.618	134-124
1.000	134-050
0.618	134-004
HIGH	133-250
0.618	133-204
0.500	133-190
0.382	133-176
LOW	133-130
0.618	133-056
1.000	133-010
1.618	132-256
2.618	132-136
4.250	131-260

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	133-217	133-210
PP	133-203	133-190
S1	133-190	133-170

Download as Excel Spreadsheet

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

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