ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	132-080	132-290	0-210	0.5%	132-020
High	133-060	133-150	0-090	0.2%	132-160
Low	132-080	132-290	0-210	0.5%	131-250
Close	133-020	133-110	0-090	0.2%	132-070
Range	0-300	0-180	-0-120	-40.0%	0-230
ATR	0-150	0-152	0-002	1.4%	0-000
Volume	4,826	7,172	2,346	48.6%	14,119

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-297	134-223	133-209
R3	134-117	134-043	133-160
R2	133-257	133-257	133-143
R1	133-183	133-183	133-126	133-220
PP	133-077	133-077	133-077	133-095
S1	133-003	133-003	133-094	133-040
S2	132-217	132-217	133-077
S3	132-037	132-143	133-060
S4	131-177	131-283	133-011

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	133-150	131-250	1-220	1.3%	0-186	0.4%	93%	True	False	6,169
10	133-150	131-100	2-050	1.6%	0-159	0.4%	94%	True	False	3,916
20	133-150	131-030	2-120	1.8%	0-132	0.3%	95%	True	False	2,151

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	0-011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-275
2.618	134-301
1.618	134-121
1.000	134-010
0.618	133-261
HIGH	133-150
0.618	133-081
0.500	133-060
0.382	133-039
LOW	132-290
0.618	132-179
1.000	132-110
1.618	131-319
2.618	131-139
4.250	130-165

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	133-093	133-048
PP	133-077	132-307
S1	133-060	132-245

Download as Excel Spreadsheet

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

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