ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	133-130	133-130	0-000	0.0%	132-080
High	133-220	133-150	-0-070	-0.2%	133-220
Low	133-070	133-080	0-010	0.0%	132-020
Close	133-130	133-130	0-000	0.0%	133-130
Range	0-150	0-070	-0-080	-53.3%	1-200
ATR	0-152	0-146	-0-006	-3.9%	0-000
Volume	6,993	11,403	4,410	63.1%	29,382

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-010	133-300	133-168
R3	133-260	133-230	133-149
R2	133-190	133-190	133-143
R1	133-160	133-160	133-136	133-165
PP	133-120	133-120	133-120	133-122
S1	133-090	133-090	133-124	133-095
S2	133-050	133-050	133-117
S3	132-300	133-020	133-111
S4	132-230	132-270	133-092

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%	0-170	0.4%	83%	False	False	7,162
10	133-220	131-250	1-290	1.4%	0-153	0.4%	85%	False	False	5,430
20	133-220	131-030	2-190	1.9%	0-136	0.3%	89%	False	False	3,053
40	133-220	131-030	2-190	1.9%	0-094	0.2%	89%	False	False	1,550

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	134-128
2.618	134-013
1.618	133-263
1.000	133-220
0.618	133-193
HIGH	133-150
0.618	133-123
0.500	133-115
0.382	133-107
LOW	133-080
0.618	133-037
1.000	133-010
1.618	132-287
2.618	132-217
4.250	132-102

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	133-125	133-118
PP	133-120	133-107
S1	133-115	133-095

Download as Excel Spreadsheet

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

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