ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	132-100	131-300	-0-120	-0.3%	131-210
High	132-130	132-160	0-030	0.1%	132-000
Low	132-010	131-300	-0-030	-0.1%	131-030
Close	132-030	132-150	0-120	0.3%	131-310
Range	0-120	0-180	0-060	50.0%	0-290
ATR	0-127	0-130	0-004	3.0%	0-000
Volume	1,491	250	-1,241	-83.2%	5,340

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-317	133-253	132-249
R3	133-137	133-073	132-200
R2	132-277	132-277	132-183
R1	132-213	132-213	132-166	132-245
PP	132-097	132-097	132-097	132-112
S1	132-033	132-033	132-134	132-065
S2	131-237	131-237	132-117
S3	131-057	131-173	132-100
S4	130-197	130-313	132-051

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	132-160	131-030	1-130	1.1%	0-146	0.3%	98%	True	False	1,190
10	132-160	131-030	1-130	1.1%	0-126	0.3%	98%	True	False	844
20	133-000	131-030	1-290	1.4%	0-102	0.2%	72%	False	False	454

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 3 trading days

Fibonacci Retracements and Extensions
4.250	134-285
2.618	133-311
1.618	133-131
1.000	133-020
0.618	132-271
HIGH	132-160
0.618	132-091
0.500	132-070
0.382	132-049
LOW	131-300
0.618	131-189
1.000	131-120
1.618	131-009
2.618	130-149
4.250	129-175

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	132-123	132-123
PP	132-097	132-097
S1	132-070	132-070

Download as Excel Spreadsheet

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

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