ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 30-Oct-2012

Day Change Summary
	Previous	Current
	29-Oct-2012	30-Oct-2012	Change	Change %	Previous Week
Open	132-020	132-100	0-080	0.2%	131-210
High	132-080	132-130	0-050	0.1%	132-000
Low	132-020	132-010	-0-010	0.0%	131-030
Close	132-060	132-030	-0-030	-0.1%	131-310
Range	0-060	0-120	0-060	100.0%	0-290
ATR	0-127	0-127	-0-001	-0.4%	0-000
Volume	596	1,491	895	150.2%	5,340

Daily Pivots for day following 30-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-097	133-023	132-096
R3	132-297	132-223	132-063
R2	132-177	132-177	132-052
R1	132-103	132-103	132-041	132-080
PP	132-057	132-057	132-057	132-045
S1	131-303	131-303	132-019	131-280
S2	131-257	131-257	132-008
S3	131-137	131-183	131-317
S4	131-017	131-063	131-284

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	132-130	131-030	1-100	1.0%	0-122	0.3%	76%	True	False	1,185
10	132-130	131-030	1-100	1.0%	0-127	0.3%	76%	True	False	821
20	133-070	131-030	2-040	1.6%	0-096	0.2%	47%	False	False	441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-000
2.618	133-124
1.618	133-004
1.000	132-250
0.618	132-204
HIGH	132-130
0.618	132-084
0.500	132-070
0.382	132-056
LOW	132-010
0.618	131-256
1.000	131-210
1.618	131-136
2.618	131-016
4.250	130-140

Fisher Pivots for day following 30-Oct-2012
Pivot	1 day	3 day
R1	132-070	132-005
PP	132-057	131-300
S1	132-043	131-275

Download as Excel Spreadsheet

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

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