ECBOT 10 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 15-Nov-2012

Day Change Summary
	Previous	Current
	14-Nov-2012	15-Nov-2012	Change	Change %	Previous Week
Open	133-160	133-180	0-020	0.0%	132-080
High	133-190	133-200	0-010	0.0%	133-220
Low	133-070	133-110	0-040	0.1%	132-020
Close	133-180	133-170	-0-010	0.0%	133-130
Range	0-120	0-090	-0-030	-25.0%	1-200
ATR	0-142	0-138	-0-004	-2.6%	0-000
Volume	8,091	12,692	4,601	56.9%	29,382

Daily Pivots for day following 15-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-110	134-070	133-220
R3	134-020	133-300	133-195
R2	133-250	133-250	133-186
R1	133-210	133-210	133-178	133-185
PP	133-160	133-160	133-160	133-148
S1	133-120	133-120	133-162	133-095
S2	133-070	133-070	133-154
S3	132-300	133-030	133-145
S4	132-210	132-260	133-120

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	133-070	0-150	0.4%	0-108	0.3%	67%	False	False	7,972
10	133-220	131-250	1-290	1.4%	0-147	0.3%	92%	False	False	7,070
20	133-220	131-030	2-190	1.9%	0-136	0.3%	94%	False	False	4,104
40	133-220	131-030	2-190	1.9%	0-102	0.2%	94%	False	False	2,087

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

Fibonacci Retracements and Extensions
4.250	134-262
2.618	134-116
1.618	134-026
1.000	133-290
0.618	133-256
HIGH	133-200
0.618	133-166
0.500	133-155
0.382	133-144
LOW	133-110
0.618	133-054
1.000	133-020
1.618	132-284
2.618	132-194
4.250	132-048

Fisher Pivots for day following 15-Nov-2012
Pivot	1 day	3 day
R1	133-165	133-162
PP	133-160	133-153
S1	133-155	133-145

Download as Excel Spreadsheet

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

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