ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 07-Dec-2012

Day Change Summary
	Previous	Current
	06-Dec-2012	07-Dec-2012	Change	Change %	Previous Week
Open	134-090	134-110	0-020	0.0%	134-015
High	134-160	134-305	0-145	0.3%	134-305
Low	134-080	133-315	-0-085	-0.2%	133-245
Close	134-115	134-020	-0-095	-0.2%	134-020
Range	0-080	0-310	0-230	287.5%	1-060
ATR	0-129	0-142	0-013	10.1%	0-000
Volume	26,324	36,187	9,863	37.5%	289,491

Daily Pivots for day following 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-077	136-198	134-190
R3	136-087	135-208	134-105
R2	135-097	135-097	134-077
R1	134-218	134-218	134-048	134-162
PP	134-107	134-107	134-107	134-079
S1	133-228	133-228	133-312	133-172
S2	133-117	133-117	133-283
S3	132-127	132-238	133-255
S4	131-137	131-248	133-170

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-263	137-042	134-229
R3	136-203	135-302	134-124
R2	135-143	135-143	134-090
R1	134-242	134-242	134-055	135-032
PP	134-083	134-083	134-083	134-139
S1	133-182	133-182	133-305	133-292
S2	133-023	133-023	133-270
S3	131-283	132-122	133-236
S4	130-223	131-062	133-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-305	133-245	1-060	0.9%	0-144	0.3%	25%	True	False	57,898
10	134-305	133-090	1-215	1.2%	0-128	0.3%	47%	True	False	564,699
20	134-305	133-090	1-215	1.2%	0-125	0.3%	47%	True	False	672,859
40	134-305	131-220	3-085	2.4%	0-150	0.3%	73%	True	False	791,520
60	134-305	131-220	3-085	2.4%	0-153	0.4%	73%	True	False	798,842
80	134-305	131-030	3-275	2.9%	0-161	0.4%	77%	True	False	752,892
100	134-305	131-030	3-275	2.9%	0-160	0.4%	77%	True	False	603,146
120	134-305	131-030	3-275	2.9%	0-140	0.3%	77%	True	False	502,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	139-022
2.618	137-157
1.618	136-167
1.000	135-295
0.618	135-177
HIGH	134-305
0.618	134-187
0.500	134-150
0.382	134-113
LOW	133-315
0.618	133-123
1.000	133-005
1.618	132-133
2.618	131-143
4.250	129-278

Fisher Pivots for day following 07-Dec-2012
Pivot	1 day	3 day
R1	134-150	134-150
PP	134-107	134-107
S1	134-063	134-063

Download as Excel Spreadsheet

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

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