ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 03-Dec-2012

Day Change Summary
	Previous	Current
	30-Nov-2012	03-Dec-2012	Change	Change %	Previous Week
Open	134-010	134-015	0-005	0.0%	133-100
High	134-060	134-040	-0-020	0.0%	134-060
Low	133-290	133-245	-0-045	-0.1%	133-090
Close	134-040	133-310	-0-050	-0.1%	134-040
Range	0-090	0-115	0-025	27.8%	0-290
ATR	0-138	0-136	-0-002	-1.2%	0-000
Volume	248,557	105,659	-142,898	-57.5%	5,357,505

Daily Pivots for day following 03-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-010	134-275	134-053
R3	134-215	134-160	134-022
R2	134-100	134-100	134-011
R1	134-045	134-045	134-001	134-015
PP	133-305	133-305	133-305	133-290
S1	133-250	133-250	133-299	133-220
S2	133-190	133-190	133-289
S3	133-075	133-135	133-278
S4	132-280	133-020	133-247

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-187	136-083	134-200
R3	135-217	135-113	134-120
R2	134-247	134-247	134-093
R1	134-143	134-143	134-067	134-195
PP	133-277	133-277	133-277	133-302
S1	133-173	133-173	134-013	133-225
S2	132-307	132-307	133-307
S3	132-017	132-203	133-280
S4	131-047	131-233	133-200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-060	133-130	0-250	0.6%	0-105	0.2%	72%	False	False	894,519
10	134-060	133-090	0-290	0.7%	0-116	0.3%	76%	False	False	824,714
20	134-115	132-200	1-235	1.3%	0-137	0.3%	77%	False	False	877,174
40	134-115	131-220	2-215	2.0%	0-150	0.3%	85%	False	False	855,697
60	134-115	131-220	2-215	2.0%	0-156	0.4%	85%	False	False	862,518
80	134-115	131-030	3-085	2.4%	0-161	0.4%	88%	False	False	751,077
100	134-180	131-030	3-150	2.6%	0-156	0.4%	83%	False	False	601,321
120	134-180	131-030	3-150	2.6%	0-136	0.3%	83%	False	False	501,122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-209
2.618	135-021
1.618	134-226
1.000	134-155
0.618	134-111
HIGH	134-040
0.618	133-316
0.500	133-302
0.382	133-289
LOW	133-245
0.618	133-174
1.000	133-130
1.618	133-059
2.618	132-264
4.250	132-076

Fisher Pivots for day following 03-Dec-2012
Pivot	1 day	3 day
R1	133-308	133-312
PP	133-305	133-312
S1	133-302	133-311

Download as Excel Spreadsheet

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

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