ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	132-290	133-130	0-160	0.4%	132-080
High	133-150	133-220	0-070	0.2%	133-220
Low	132-290	133-070	0-100	0.2%	132-020
Close	133-110	133-130	0-020	0.0%	133-130
Range	0-180	0-150	-0-030	-16.7%	1-200
ATR	0-152	0-152	0-000	-0.1%	0-000
Volume	7,172	6,993	-179	-2.5%	29,382

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-270	134-190	133-212
R3	134-120	134-040	133-171
R2	133-290	133-290	133-158
R1	133-210	133-210	133-144	133-205
PP	133-140	133-140	133-140	133-138
S1	133-060	133-060	133-116	133-055
S2	132-310	132-310	133-102
S3	132-160	132-230	133-089
S4	132-010	132-080	133-048

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-297	137-093	134-096
R3	136-097	135-213	133-273
R2	134-217	134-217	133-225
R1	134-013	134-013	133-178	134-115
PP	133-017	133-017	133-017	133-068
S1	132-133	132-133	133-082	132-235
S2	131-137	131-137	133-035
S3	129-257	130-253	132-307
S4	128-057	129-053	132-164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-220	132-020	1-200	1.2%	0-184	0.4%	83%	True	False	5,876
10	133-220	131-250	1-290	1.4%	0-152	0.4%	85%	True	False	4,350
20	133-220	131-030	2-190	1.9%	0-135	0.3%	89%	True	False	2,497

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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-218
2.618	134-293
1.618	134-143
1.000	134-050
0.618	133-313
HIGH	133-220
0.618	133-163
0.500	133-145
0.382	133-127
LOW	133-070
0.618	132-297
1.000	132-240
1.618	132-147
2.618	131-317
4.250	131-072

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	133-145	133-083
PP	133-140	133-037
S1	133-135	132-310

Download as Excel Spreadsheet

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

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