ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 04-Dec-2012

Day Change Summary
	Previous	Current
	03-Dec-2012	04-Dec-2012	Change	Change %	Previous Week
Open	134-015	134-010	-0-005	0.0%	133-100
High	134-040	134-050	0-010	0.0%	134-060
Low	133-245	133-280	0-035	0.1%	133-090
Close	133-310	134-025	0-035	0.1%	134-040
Range	0-115	0-090	-0-025	-21.7%	0-290
ATR	0-136	0-133	-0-003	-2.4%	0-000
Volume	105,659	79,454	-26,205	-24.8%	5,357,505

Daily Pivots for day following 04-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-282	134-243	134-074
R3	134-192	134-153	134-050
R2	134-102	134-102	134-042
R1	134-063	134-063	134-033	134-082
PP	134-012	134-012	134-012	134-021
S1	133-293	133-293	134-017	133-312
S2	133-242	133-242	134-008
S3	133-152	133-203	134-000
S4	133-062	133-113	133-296

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	133-240	0-140	0.3%	0-099	0.2%	75%	False	False	655,856
10	134-060	133-090	0-290	0.7%	0-114	0.3%	88%	False	False	774,065
20	134-115	132-200	1-235	1.3%	0-134	0.3%	84%	False	False	844,900
40	134-115	131-220	2-215	2.0%	0-149	0.3%	89%	False	False	853,539
60	134-115	131-220	2-215	2.0%	0-156	0.4%	89%	False	False	852,127
80	134-115	131-030	3-085	2.4%	0-160	0.4%	91%	False	False	751,917
100	134-180	131-030	3-150	2.6%	0-157	0.4%	86%	False	False	602,116
120	134-180	131-030	3-150	2.6%	0-137	0.3%	86%	False	False	501,784

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-112
2.618	134-286
1.618	134-196
1.000	134-140
0.618	134-106
HIGH	134-050
0.618	134-016
0.500	134-005
0.382	133-314
LOW	133-280
0.618	133-224
1.000	133-190
1.618	133-134
2.618	133-044
4.250	132-218

Fisher Pivots for day following 04-Dec-2012
Pivot	1 day	3 day
R1	134-018	134-014
PP	134-012	134-003
S1	134-005	133-312

Download as Excel Spreadsheet

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

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