ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	133-130	133-160	0-030	0.1%	132-080
High	133-220	133-190	-0-030	-0.1%	133-220
Low	133-110	133-070	-0-040	-0.1%	132-020
Close	133-180	133-180	0-000	0.0%	133-130
Range	0-110	0-120	0-010	9.1%	1-200
ATR	0-144	0-142	-0-002	-1.2%	0-000
Volume	681	8,091	7,410	1,088.1%	29,382

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-187	134-143	133-246
R3	134-067	134-023	133-213
R2	133-267	133-267	133-202
R1	133-223	133-223	133-191	133-245
PP	133-147	133-147	133-147	133-158
S1	133-103	133-103	133-169	133-125
S2	133-027	133-027	133-158
S3	132-227	132-303	133-147
S4	132-107	132-183	133-114

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	132-290	0-250	0.6%	0-126	0.3%	84%	False	False	6,868
10	133-220	131-250	1-290	1.4%	0-146	0.3%	93%	False	False	6,133
20	133-220	131-030	2-190	1.9%	0-136	0.3%	95%	False	False	3,489
40	133-220	131-030	2-190	1.9%	0-099	0.2%	95%	False	False	1,769

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-060
2.618	134-184
1.618	134-064
1.000	133-310
0.618	133-264
HIGH	133-190
0.618	133-144
0.500	133-130
0.382	133-116
LOW	133-070
0.618	132-316
1.000	132-270
1.618	132-196
2.618	132-076
4.250	131-200

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	133-163	133-168
PP	133-147	133-157
S1	133-130	133-145

Download as Excel Spreadsheet

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

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