ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	132-040	132-080	0-040	0.1%	132-020
High	132-090	132-220	0-130	0.3%	132-160
Low	131-250	132-080	0-150	0.4%	131-250
Close	132-070	132-190	0-120	0.3%	132-070
Range	0-160	0-140	-0-020	-12.5%	0-230
ATR	0-132	0-133	0-001	1.0%	0-000
Volume	8,459	4,972	-3,487	-41.2%	14,119

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-263	133-207	132-267
R3	133-123	133-067	132-228
R2	132-303	132-303	132-216
R1	132-247	132-247	132-203	132-275
PP	132-163	132-163	132-163	132-178
S1	132-107	132-107	132-177	132-135
S2	132-023	132-023	132-164
S3	131-203	131-287	132-152
S4	131-063	131-147	132-113

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	132-220	131-250	0-290	0.7%	0-136	0.3%	90%	True	False	3,699
10	132-220	131-030	1-190	1.2%	0-130	0.3%	94%	True	False	2,311
20	132-280	131-030	1-250	1.3%	0-119	0.3%	84%	False	False	1,289

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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-175
2.618	133-267
1.618	133-127
1.000	133-040
0.618	132-307
HIGH	132-220
0.618	132-167
0.500	132-150
0.382	132-133
LOW	132-080
0.618	131-313
1.000	131-260
1.618	131-173
2.618	131-033
4.250	130-125

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	132-177	132-152
PP	132-163	132-113
S1	132-150	132-075

Download as Excel Spreadsheet

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

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