ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 06-Nov-2012

Day Change Summary
	Previous	Current
	05-Nov-2012	06-Nov-2012	Change	Change %	Previous Week
Open	132-080	132-160	0-080	0.2%	132-020
High	132-220	132-170	-0-050	-0.1%	132-160
Low	132-080	132-020	-0-060	-0.1%	131-250
Close	132-190	132-040	-0-150	-0.4%	132-070
Range	0-140	0-150	0-010	7.1%	0-230
ATR	0-133	0-136	0-003	2.0%	0-000
Volume	4,972	5,419	447	9.0%	14,119

Daily Pivots for day following 06-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-207	133-113	132-122
R3	133-057	132-283	132-081
R2	132-227	132-227	132-068
R1	132-133	132-133	132-054	132-105
PP	132-077	132-077	132-077	132-062
S1	131-303	131-303	132-026	131-275
S2	131-247	131-247	132-012
S3	131-097	131-153	131-319
S4	130-267	131-003	131-278

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%	0-142	0.3%	38%	False	False	4,484
10	132-220	131-030	1-190	1.2%	0-132	0.3%	65%	False	False	2,834
20	132-280	131-030	1-250	1.3%	0-124	0.3%	58%	False	False	1,559

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	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-168
2.618	133-243
1.618	133-093
1.000	133-000
0.618	132-263
HIGH	132-170
0.618	132-113
0.500	132-095
0.382	132-077
LOW	132-020
0.618	131-247
1.000	131-190
1.618	131-097
2.618	130-267
4.250	130-022

Fisher Pivots for day following 06-Nov-2012
Pivot	1 day	3 day
R1	132-095	132-075
PP	132-077	132-063
S1	132-058	132-052

Download as Excel Spreadsheet

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

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