ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	131-300	132-090	0-110	0.3%	131-210
High	132-160	132-110	-0-050	-0.1%	132-000
Low	131-300	132-030	0-050	0.1%	131-030
Close	132-150	132-080	-0-070	-0.2%	131-310
Range	0-180	0-080	-0-100	-55.6%	0-290
ATR	0-130	0-130	-0-001	-0.6%	0-000
Volume	250	3,323	3,073	1,229.2%	5,340

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-313	132-277	132-124
R3	132-233	132-197	132-102
R2	132-153	132-153	132-095
R1	132-117	132-117	132-087	132-095
PP	132-073	132-073	132-073	132-062
S1	132-037	132-037	132-073	132-015
S2	131-313	131-313	132-065
S3	131-233	131-277	132-058
S4	131-153	131-197	132-036

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	131-100	1-060	0.9%	0-132	0.3%	79%	False	False	1,663
10	132-160	131-030	1-130	1.1%	0-126	0.3%	82%	False	False	1,138
20	132-280	131-030	1-250	1.3%	0-104	0.2%	65%	False	False	619

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

Fibonacci Retracements and Extensions
4.250	133-130
2.618	132-319
1.618	132-239
1.000	132-190
0.618	132-159
HIGH	132-110
0.618	132-079
0.500	132-070
0.382	132-061
LOW	132-030
0.618	131-301
1.000	131-270
1.618	131-221
2.618	131-141
4.250	131-010

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	132-077	132-077
PP	132-073	132-073
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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