ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	132-090	132-040	-0-050	-0.1%	132-020
High	132-110	132-090	-0-020	0.0%	132-160
Low	132-030	131-250	-0-100	-0.2%	131-250
Close	132-080	132-070	-0-010	0.0%	132-070
Range	0-080	0-160	0-080	100.0%	0-230
ATR	0-130	0-132	0-002	1.7%	0-000
Volume	3,323	8,459	5,136	154.6%	14,119

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-190	133-130	132-158
R3	133-030	132-290	132-114
R2	132-190	132-190	132-099
R1	132-130	132-130	132-085	132-160
PP	132-030	132-030	132-030	132-045
S1	131-290	131-290	132-055	132-000
S2	131-190	131-190	132-041
S3	131-030	131-130	132-026
S4	130-190	130-290	131-302

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-103	133-317	132-196
R3	133-193	133-087	132-133
R2	132-283	132-283	132-112
R1	132-177	132-177	132-091	132-230
PP	132-053	132-053	132-053	132-080
S1	131-267	131-267	132-049	132-000
S2	131-143	131-143	132-028
S3	130-233	131-037	132-007
S4	130-003	130-127	131-264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-160	131-250	0-230	0.5%	0-120	0.3%	61%	False	True	2,823
10	132-160	131-030	1-130	1.1%	0-125	0.3%	80%	False	False	1,945
20	132-280	131-030	1-250	1.3%	0-112	0.3%	63%	False	False	1,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-130
2.618	133-189
1.618	133-029
1.000	132-250
0.618	132-189
HIGH	132-090
0.618	132-029
0.500	132-010
0.382	131-311
LOW	131-250
0.618	131-151
1.000	131-090
1.618	130-311
2.618	130-151
4.250	129-210

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	132-050	132-062
PP	132-030	132-053
S1	132-010	132-045

Download as Excel Spreadsheet

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

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