ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 29-Oct-2012

Day Change Summary
	Previous	Current
	26-Oct-2012	29-Oct-2012	Change	Change %	Previous Week
Open	131-100	132-020	0-240	0.6%	131-210
High	132-000	132-080	0-080	0.2%	132-000
Low	131-100	132-020	0-240	0.6%	131-030
Close	131-310	132-060	0-070	0.2%	131-310
Range	0-220	0-060	-0-160	-72.7%	0-290
ATR	0-130	0-127	-0-003	-2.2%	0-000
Volume	2,656	596	-2,060	-77.6%	5,340

Daily Pivots for day following 29-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-233	132-207	132-093
R3	132-173	132-147	132-076
R2	132-113	132-113	132-071
R1	132-087	132-087	132-066	132-100
PP	132-053	132-053	132-053	132-060
S1	132-027	132-027	132-054	132-040
S2	131-313	131-313	132-049
S3	131-253	131-287	132-044
S4	131-193	131-227	132-027

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-130	134-030	132-150
R3	133-160	133-060	132-070
R2	132-190	132-190	132-043
R1	132-090	132-090	132-017	132-140
PP	131-220	131-220	131-220	131-245
S1	131-120	131-120	131-283	131-170
S2	130-250	130-250	131-257
S3	129-280	130-150	131-230
S4	128-310	129-180	131-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-080	131-030	1-050	0.9%	0-124	0.3%	95%	True	False	924
10	132-120	131-030	1-090	1.0%	0-118	0.3%	85%	False	False	675
20	133-070	131-030	2-040	1.6%	0-094	0.2%	51%	False	False	368

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	0-005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-015
2.618	132-237
1.618	132-177
1.000	132-140
0.618	132-117
HIGH	132-080
0.618	132-057
0.500	132-050
0.382	132-043
LOW	132-020
0.618	131-303
1.000	131-280
1.618	131-243
2.618	131-183
4.250	131-085

Fisher Pivots for day following 29-Oct-2012
Pivot	1 day	3 day
R1	132-057	132-005
PP	132-053	131-270
S1	132-050	131-215

Download as Excel Spreadsheet

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

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